Estimation and Inference in Econometrics.
Davidson and MacKinnon have written an outstanding textbook for graduates in econometrics, covering both basic and advanced topics and using geometrical proofs throughout for cl...
Publications
4 shownSeveral Tests for Model Specification in the Presence of Alternative Hypotheses
Several procedures are proposed for testing the specification of an econometric model in the presence of one or more other models which purport to explain the same phenomenon.Th...
Estimation and Inference in Econometrics.
Journal Article Estimation and Inference in Econometrics Get access Estimation and Inference in Econometrics. By Davidson (Russell) and (JAMES G.) Mackinnon. (Oxford and New Yor...
Graphical Methods for Investigating the Size and Power of Hypothesis Tests
Simple techniques for the graphical display of simulation evidence concerning the size and power of hypothesis tests are developed and illustrated. Three types of figures—called...
Frequent Co-Authors
Researcher Info
- h-index
- 4
- Publications
- 4
- Citations
- 10,058
- Institution
- Queen's University
External Links
Identifiers
- ORCID
- 0000-0003-4214-5198
Impact Metrics
h-index
4
h-index: Number of publications with at least h citations each.