Russell Davidson

Welcome to the main page. There is a directory for each of the courses that I teach. For Fall 2023, there were two, Economics 662, intended for graduate students, and Economics 420, which is cross-listed as Economics 706, so that it is open to both undergraduate and graduate students. In the spring session of 2024, I will teach Economics 765.

• This link takes you to the page for Economics 765, the course entitled Models for Financial Economics.
• This link takes you to the page for Economics 662, the first econometrics course for graduate students.
• This link leads to the page for Economics 420 and 706, the course on Machine Learning.

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.

Back to the main page of this site

URL: https:/russell-davidson.research.mcgill.ca/