W. R. Davis

Economics and Econometrics · 2007–2009

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 23 researchers here, as inferred from the citation graph.

Subfields

Whom W. R. Davis trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Kenneth A. Bollen
  2. Dan Immergluck

Who trusts W. R. Davis overall

  1. Kenneth A. Bollen
  2. J. Edwards
  3. Thomas A. Schmitt
  4. James A. Coan
  5. Adamantios Diamantopoulos
  6. Daniel Romer
  7. Joseph F. Hair
  8. Lawrence J. Williams
  9. Mikoaj Czajkowski
  10. Mikko Rönkkö

Papers from W. R. Davis's perspective

Ordered by how strongly the researchers W. R. Davis trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A New Identification Condition for Recursive Models With Correlated Errors
  2. Two Rules of Identification for Structural Equation Models
  3. Causal Indicator Models: Identification, Estimation, and Testing
  4. The Impact of Single-family Mortgage Foreclosures on Neighborhood Crime
  5. Book Review : Structural Equations with Latent Variables Kenneth A. Bollen New York: Wiley, 1989, 514 pp., approx. $44.95
  6. Specification tests in econometrics
  7. Causation, Prediction, and Search
  8. Sample selection bias as a specification error
  9. Causality : Models , Reasoning , and Inference
  10. A new approach to causal inference in mortality studies with a sustained exposure period—application to control of the healthy worker survivor effect

Their papers