Russell Davidson

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

• This link takes you to the page for Economics 765, the course entitled Models for Financial Economics.
• And if you follow this link, you will go to the web page for Economics 662, Econometrics for grad students.
• This link is to the page for the new course on Machine Learning. It is listed twice: once as Economics 706, once as Economics 420.

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.

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

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