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Gordon R. Fisher, PhD

Distinguished Professor Emeritus, Economics

Gordon R. Fisher, PhD
Phone: (514) 848-2424 ext. 3900

Fields of specialization

Econometric Theory, Applied Econometrics, Survey Design and Analysis.

Research interests

  • Stochastic Dominance and Its Measurement
  • Quasi-likelihood Estimation Subject to Restraint and Associated Tests.
  • Econometric Applications of Iterated Re-weighted Least Squares.
  • Econometric Models of the Financial Sector


University of Cambridge, 1954-58; The University of Michigan, 1958-60; University of Glasgow 1960-62, University of Birmingham 1962-64; University of Southampton 1965-75; Queens University, Kingston, Ontario, 1975-90; Concordia University, Montreal, 1990-present.


  • Editorial Boards of: Review of Economic Studies; Applied Economics, Journal of Econometrics, Canadian Journal of Economics.
  • Nominating Board, Alfred Nobel Memorial Prize in Economic Science.


Selected publications

  • "Some factors influencing share prices" The Economic Journal (1961): 121-141
  • "A discriminant analysis of reporting errors in health interviews" Applied Statistics (1962): 148-163.
  • "The Algebra of Estimation in Linear Econometric Systems" International Journal of Mathematical Education in Science and Technology (1972): 385-403.
  • "On the interpretation of the Cox test in econometrics" Economics Letters (1979): 145-150, with Michael McAleer.
  • "Separate misspecified regressions and the US long-run demand for money function" The Review of Economics and Statistics (1982): 572-583, with Michael McAleer, and Paul Volker.
  • "Tests for two separate regressions" Journal of Econometrics (1983): 117-132.
  • "Some finite sample theory for bootstrap regression estimates" Journal of Statistical Planning and Inference (1995): 289-300, with Ah Boon Sim.
  • "Une condition d’invariance du modèle de régression à coefficients aléatoires" L'Actualité Economique (2004).
  • "Myopic loss aversion and margin of safety: the risk of value investing" Quantitative Finance (2006): 481-494, with Kuan Xu.

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