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Regression-based methods for using control variates in Monte Carlo experiments
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 54 (1992) 1-3, pp. 203-222
Persistent link: https://www.econbiz.de/10005228665
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Convenient specification tests for logit and probit models
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 25 (1984) 3, pp. 241-262
Persistent link: https://www.econbiz.de/10005228801
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Testing the specification of multivariate models in the presence of alternative hypotheses
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 23 (1983) 3, pp. 301-313
Persistent link: https://www.econbiz.de/10005228932
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Artificial regressions and C ([alpha]) tests
Davidson, Russell; MacKinnon, James G. - In: Economics Letters 35 (1991) 2, pp. 149-153
Persistent link: https://www.econbiz.de/10005159134
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Improving the reliability of bootstrap tests with the fast double bootstrap
Davidson, Russell; MacKinnon, James G. - In: Computational Statistics & Data Analysis 51 (2007) 7, pp. 3259-3281
Persistent link: https://www.econbiz.de/10005165792
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The power of bootstrap and asymptotic tests
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 133 (2006) 2, pp. 421-441
Persistent link: https://www.econbiz.de/10005285575
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Estimating the covariance matrix for regression models with ar(1) errors and lagged dependent variables
Davidson, Russell; MacKinnon, James G. - In: Economics Letters 6 (1980) 2, pp. 119-123
Persistent link: https://www.econbiz.de/10005296393
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Efficient estimation of tail-area probabilities in sampling experiments
Davidson, Russell; MacKinnon, James G. - In: Economics Letters 8 (1981) 1, pp. 73-77
Persistent link: https://www.econbiz.de/10005296563
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Bootstrap J tests of nonnested linear regression models
Davidson, Russell; MacKinnon, James G. - In: Journal of Econometrics 109 (2002) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10005239074
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Moments of IV and JIVE estimators
Davidson, Russell; MacKinnon, James G. - In: Econometrics Journal 10 (2007) 3, pp. 541-553
We develop a method based on the use of polar coordinates to investigate the existence of moments for instrumental variables and related estimators in the linear regression model. For generalized IV estimators, we obtain familiar results. For JIVE, we obtain the new result that this estimator...
Persistent link: https://www.econbiz.de/10005243393