Russell Davidson

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

Welcome to the main page. There is a directory for each of the courses that I teach. This term, Fall 2022, there are two, Economics 662D1, intended for Master's students, and Economics 420, which is cross-listed as Economics 706, so that it is open to both undergraduate and graduate students.

The two textbooks by James MacKinnon and me, Estimation and Inference in Econometrics and Econometric Theory and Methods, are now freely available for download. They, and a smaller but more recent ebook, Foundations of Econometrics, can be accessed in this directory.

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

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