Improving the reliability of bootstrap tests with the fast double bootstrap. - Russell Davidson; James G. MacKinnon (Comput. Stat. Data Anal., 2007)

The fourth special issue on Computational Econometrics. - David A. Belsley; Russell Davidson; Erricos John Kontoghiorghes; James G. MacKinnon; Herman K. van Dijk (Comput. Stat. Data Anal., 2009)

The Annals of Computational and Financial Econometrics, first issue. - David A. Belsley; Erricos John Kontoghiorghes; Herman K. van Dijk; Luc Bauwens; Siem Jan Koopman; Michael McAleer; Alessandra Amendola; Monica Billio; Christophe Croux; Cathy W. S. Chen; Russell Davidson; Pierre Duchesne; et al. (Comput. Stat. Data Anal., 2012)