J. Davidson

发表

A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models

H. White, A. Gallant, J. Davidson, 1988 .

Stochastic Limit Theory: An Introduction for Econometricians

J. Davidson, 1994 .

Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results

J. Davidson, Robert M. de Jong, R. Jong, 1997 .

Time Series Modelling Version 4.48 Models and Methods

J. Davidson, 2016 .

Structural relations, cointegration and identification: some simple results and their application

James Davidson, J. Davidson, 1998 .

Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

James Davidson, J. Davidson, 1978 .

Generating Schemes for Long Memory Processes: Regimes, Aggregation and Linearity

James Davidson, Philipp Sibbertsen, J. Davidson, 2005 .

ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION

J. Davidson, N. Hashimzade, 2007, Econometric Theory.

Alternative bootstrap procedures for testing cointegration in fractionally integrated processes

J. Davidson, 2006 .

When Is a Time Series I(0)? Evaluating the Memory Properties of Nonlinear Dynamic Models

James Davidson, J. Davidson, 2000 .

Chapter 5: Asymptotic Methods and Functional Central Limit Theorems

J. Davidson, 2008 .

When is a time series I(0)

J. Davidson, 2008 .

A model of fractional cointegration, and tests for cointegration using the bootstrap☆

J. Davidson, 2002 .

The Small Sample Properties of Estimators of the Moving Average Process

J. Davidson, 1977 .

Misspecification Tests in Econometrics: The Lagrange Multiplier Principle and Other Approaches

J. Davidson, 1991 .

Econometric Modelling: Techniques and Applications,: Sean Holly and Martin Weale (Eds.) (2000), Cambridge: Cambridge University Press, x+296 pages. ISBN 0 521 65069 0 Hardback [UK pound]45, $74.95

J. Davidson, 2001 .

Why Crises Happen - Nonstationary Macroeconomics

J. Davidson, M. Wickens, P. Minford, 2010 .

Cointegration and error correction

James Davidson, J. Davidson, 2013 .

Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes☆

J. Davidson, Xiaoyu Li, 2016 .

Identifying Cointegrating Regressions by the Rank Condition

James Davidson, J. Davidson, 2009 .

Type I and type II fractional Brownian motions: A reconsideration

James Davidson, Nigar Hashimzade, J. Davidson, 2009, Comput. Stat. Data Anal..

Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model

James Davidson, J. Davidson, 2004 .

Long memory and nonlinear time series

J. Davidson, T. Teräsvirta, 2002 .

Annals Issue on Long Memory and Nonlinear Time Series

James Davidson, J. Davidson, 2001 .

Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

J. Davidson, R. Jong, 2000 .

Time Series Modelling Version 4.10

J. Davidson, 2005 .

Tests of Bias in Log-Periodogram Regression

J. Davidson, P. Sibbertsen, 2009 .

Testing for Fractional Cointegration: The Relationship between Government Popularity and Economic Performance in the UK

J. Davidson, 2005 .

Consistency of Kernel Variance Estimators for Sums of Semiparametric Linear Processes

J. Davidson, R. D. de Jong, 2002 .

The dynamics of aggregate political popularity: evidence from eight countries

J. Davidson, D. Peel, David Byers, 2000 .

Econometric Theory, 8, 1992, 313-329. Printed in the United States of America

J. Davidson, 2010 .

AN INTRODUCTION FOR ECONOMETRICIANS

J. Davidson, 2008 .

The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case

J. Davidson, 1993, Econometric Theory.

A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes

James Davidson, J. Davidson, 1992, Econometric Theory.

Econometric Modelling of the Sterling Effective Exchange Rate

J. Davidson, 1985 .

Diagnostic tests for volatility models

N. Shephard, P. Phillips, J. Davidson, 2008 .

A non-linear error correction mechanism based on the bilinear model 1 The data used in this study ar

James Davidson, J. Davidson, D. Peel, 1998 .

Implementing the wild bootstrap using a two-point distribution☆

James Davidson, Andrea Monticini, J. Davidson, 2007 .

Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes

James Davidson, J. Davidson, 2002 .

Extensions and Complements

J. Davidson, 2020, Processing Networks.

Time series modeling of paleoclimate data

J. Davidson, D. Stephenson, A. Turasie, 2016 .

Modelling the Interactions in Paleoclimate Data

J. Davidson, D. Stephenson, 2015 .

Time Series Modelling of Paleoclimate Data

J. Davidson, D. Stephenson, A. Turasie, 2015 .

Modelling the Interactions in Paleoclimate Data from Ice Cores

J. Davidson, 2013 .

Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK☆

James Davidson, David F. Hendry, J. Davidson, 1981 .

An L1-convergence theorem for heterogeneous mixingale arrays with trending moments

J. Davidson, 1993 .

Cointegration in Recursive Systems

J. Davidson, S. Hall, 1991 .

A frequency domain wild bootstrap for dependent data

J. Davidson, R. Chehab, 2017 .

A Test of the Long Memory Hypothesis Based on Self-Similarity

J. Davidson, Dooruj Rambaccussing, 2015 .

Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series

James Davidson, J. Davidson, D. Peel, 1997 .

Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004

J. Davidson, 2006 .

Problems with the estimation of moving average processes

James Davidson, J. Davidson, 1981 .

THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I

James Davidson, J. Davidson, Robert M. de Jong, 2000, Econometric Theory.

Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

J. Davidson, R. Jong, 2000 .

Time Series Modelling Version 4.48 Models and Methods

J. Davidson, 2016 .

Buffer stocks, credit, and aggregation effects in the demand for broad money: theory and an application to the U.K. personal sector

J. Davidson, Jonathan Ireland, 1990 .

Modelling the UK Gilt-Edged Market

J. Davidson, P. Westaway, G. Madonia, 1994 .

Tests for cointegration with structural breaks based on subsamples

James Davidson, Andrea Monticini, J. Davidson, 2010, Comput. Stat. Data Anal..