Russell Davidson

[McGill Arts Building]     [Montreal seen from the McGill campus]     [The mountain behind the campus]


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


For the mini-course on the bootstrap given at HEC Montreal before the 2013 CEA conference, the notes in the form of slides are here as a PDF file.


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