Econometric Theory and Methods

By Russell Davidson, James G. MacKinnon. 2003

1,719 citations recorded by the source corpus.

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Citations in the corpus

Determinants of household saving: Case study of smallholder farmers, entrepreneurs and teachers in rural areas of Kenya (2009, methodology): “The Newey-West HAC estimator also constitutes a generalized method of moments (GMM) estimator for regression model with autocorrelation (Davidson and MacKinnon, 2004; Greene, 2003).”
Wild Bootstrap and Asymptotic Inference With Multiway Clustering (2019, methodology): “See Djogbenou et al. (2019) for a detailed comparison of these assumptions.”
Controlling for endogeneity with instrumental variables in strategic management research (2008, background): “34 Note that the coefficient of determination, R2, is not reported in models using instruments, because it has no real meaning in this context and can even be misleading (see Davidson and MacKinnon, 2003; Wooldridge, 2002).”
On the estimation of treatment effects with endogenous misreporting (2016, unknown): “For example, in the SNAP participation and obesity relationship, much empirical work has relied on self-reported participation and have found a positive or no effect on obesity.”
OPTIMAL TEST FOR MARKOV SWITCHING PARAMETERS (2014, unknown): “[19] Davidson, R.”
Help or hindrance ? the impact of harmonized standards on african exports (2007, unknown): “The above discussion is subject to a well-known caveat: the estimated coefficients from a just-identified Heckman model like the one presented in Columns 2–3 of Table 7 tend to exhibit considerable instability (Davidson and MacKinnon, 2004).”
Cluster–Robust Variance Estimation for Dyadic Data (2013, background): “irs of unit indices within each dyad map to dyadic indices, 1;:::;D, through the index function d(i; j) = 2Our results would hold under a regression model approach along the lines of Greene (2008) or Davidson and MacKinnon (2004). The value of using the “agnostic regression” approach is that the der”
Fiscal Policy in a Depressed Economy: Was There a ‘Free Lunch’ in 1930s’ Britain? (2013, unknown): “2 where R is the real rate of interest at which the government can borrow, Y is the trend rate of growth of real GDP, and η is a hysteresis parameter defined as the per cent reduction in the flow of potential future output per per centage-point-year of the present-period output gap (DeLong and Summ”