Russell Davidson

       

Welcome to the main page. There is a directory for each of the courses that I am teaching this year.

• If you follow this link, you will go to the web page for Economics 468, Honours Econometrics.
• This link takes you to the page for Economics 765, the course entitled Models for Financial Economics.
• Finally, this link is for the web page for Economics 761, the Ph.D. course on Time Series Analysis.

The textbook, Econometric Theory and Methods, by James MacKinnon and me, is published by Oxford University Press, and is available in Canada generally, and at the McGill bookstore in particular. Click here for the website for the textbook. There you can find solutions for the exercises marked with a star.

Many of my assignments ask you to use data I provide. The relevant files are in the directory data.

The directory ects3 contains information about getting and using my econometrics software package, Ects.

The directory ects4 contains the materials relating to version 4 of Ects. This version is now quite stable, and can be used for the same purposes as version 3. The documentation is still far from complete however.

Most of my recent papers can be found, usually as PDF files of discussion papers, in the directory articles.

URL: http://russell-davidson.arts.mcgill.ca