Russell Davidson

Academic title(s): 

Professor, Department of Economics

Contact Information
Address: 

855 Sherbrooke St. W.
Montreal, Quebec
H3A 2T7

Phone: 
514-398-6186
Email address: 
russell.davidson [at] mcgill.ca
Office: 
Leacock 507
Curriculum vitae: 
Specialization: 

Econometrics

Biography: 

I came to McGill in August 2002, having been for many years at Queen's University in Kingston Ontario. Since 1987, I have regularly divided my time between my Canadian job (fall term) and GREQAM, a research lab in Marseille, France, associated with the Université de la Méditerranée (see the link to "External website" above), and more particularly the Faculté des Sciences Économiques et de Gestion, at which I do my undergraduate teaching while in France. From now on, I will spend more time in Canada, but will continue my French connection. My main research interests lie in the field of econometrics. I have worked for several years now on problems related to the bootstrap, in an attempt to improve the reliability and ease of implementation of this important statistical tool. I have also worked on problems of poverty and income distribution, especially as regards statistical inference about stochastic dominance.

Selected publications: 

Textbooks:

  • Russell Davidson and James G. MacKinnon, Econometric Theory and Methods, Oxford University Press, New York.

Related Links: Book website

  • Davidson, Russell and James MacKinnon. Estimation and Inference in Econometrics. Oxford University Press, 1993.

Related Links: Updates to the book