Russell Davidson
Professor & Canada Research Chair Tier 1
Canada Research Chair, Social Sciences and Humanities
PhD, University of British Columbia
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.
Textbooks:
- Russell Davidson and James G. MacKinnon, Econometric Theory and Methods, Oxford University Press, New York.
- Davidson, Russell and James MacKinnon. Estimation and Inference in Econometrics. Oxford University Press, 1993.