Access Statistics for James Davidson

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap Tests for Fractional Cointegration: A Reappraisal of the Relationship Between Government Popularity and Economic Performance in the UK 0 0 2 161 0 0 2 330
Consistent Model Specification Testing 0 1 2 58 0 2 8 48
Generating schemes for long memory processes: Regimes, aggregation and linearity 0 0 0 2 0 0 3 21
Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes 0 1 1 10 0 2 4 65
Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes 0 1 1 36 0 1 2 101
Tests for Cointegration with Structural Breaks Based on Subsamples 0 0 1 21 0 2 9 72
Tests of Bias in Log-Periodogram Regression 0 0 0 11 2 13 14 78
Tests of Bias in Log-Periodogram Regression 0 0 0 93 0 0 1 226
The long memory model of political support: some further results 0 0 0 4 0 2 6 22
Type I and Type II Fractional Brownian Motions: a Reconsideration 0 1 3 23 0 1 3 84
When is a Time Series I(0)? 0 0 1 20 0 0 4 88
Why crises happen - nonstationary macroeconomics 0 1 5 236 0 4 19 349
Why crises happen - nonstationary macroeconomics 0 1 1 31 1 6 8 119
Total Working Papers 0 6 17 706 3 33 83 1,603


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes 0 0 0 10 0 0 0 36
A Review of: “Book Review: Mathematical and Statistical Foundations” 0 0 2 25 0 0 4 70
A Wald test of restrictions on the cointegrating space based on Johansen's estimator 0 0 0 44 0 0 2 160
A model of fractional cointegration, and tests for cointegration using the bootstrap 0 0 5 75 1 2 14 206
A non-linear error correction mechanism based on the bilinear model1 0 0 0 49 0 0 0 201
ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION 0 0 0 13 1 1 2 58
Alternative bootstrap procedures for testing cointegration in fractionally integrated processes 0 0 1 35 0 0 1 116
An L1-convergence theorem for heterogeneous mixingale arrays with trending moments 0 0 0 23 0 0 1 67
Buffer Stock Models of the Monetary Sector 0 0 1 2 0 0 1 8
Buffer stocks, credit, and aggregation effects in the demand for broad money: Theory and an application to the U.K. personal sector 0 0 1 11 0 0 1 60
Buffer stocks, credit, and aggregation effects in the demand for broad money: theory and an application to the U.K. personal sector 0 0 0 0 1 1 3 410
Cointegration in Recursive Systems 0 0 0 56 0 1 2 306
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 0 2 285
Consistency of kernel variance estimators for sums of semiparametric linear processes 0 0 0 31 0 0 0 323
Corrigendum to "Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes": [Journal of Econometrics 106 (2) (2002) 243-269] 0 0 3 10 0 0 8 60
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 8 16 75 1,709 14 35 192 3,800
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 0 1 1 96 1 3 5 388
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes 0 0 2 56 0 2 4 330
FIML estimation of models with multiple regimes and covariance restrictions 0 0 0 1 0 0 0 16
Forecasting Markov-switching dynamic, conditionally heteroscedastic processes 0 0 0 29 0 0 3 82
Generating schemes for long memory processes: regimes, aggregation and linearity 0 0 0 42 1 1 4 137
Identifying Cointegrating Regressions by the Rank Condition 0 0 0 0 0 0 1 198
Implementing the wild bootstrap using a two-point distribution 0 0 0 88 0 0 1 304
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 0 0 1 154 1 1 4 277
Long memory and nonlinear time series 0 0 0 77 0 0 4 187
Modelling Political Popularity: an Analysis of Long-range Dependence in Opinion Poll Series 0 0 1 14 0 1 6 73
Modelling political popularity: a correction 0 0 0 10 0 5 6 57
Modelling the UK Gilt-Edged Market 0 0 0 54 0 0 0 416
Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model 0 0 0 2 0 0 7 473
NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC 0 0 0 12 0 0 0 39
Problems with the estimation of moving average processes 0 0 1 178 0 0 3 912
REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES 0 2 2 21 0 2 3 72
Reply to Rasche's comments on "Buffer stock, credit, and aggregation effects in the demand for broad money: Theory and an application to the U.K. personal sector" 0 0 0 4 0 0 0 90
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 0 44 0 0 2 157
Structural relations, cointegration and identification: some simple results and their application 0 0 0 86 0 0 4 222
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 0 0 0 32 1 2 3 125
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 1 2 39 0 2 7 125
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 1 2 57 3 5 10 136
Tests for cointegration with structural breaks based on subsamples 0 0 1 31 0 1 4 90
Tests of bias in log-periodogram regression 0 0 0 29 0 0 2 100
The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case 0 0 0 11 0 0 2 44
The long memory model of political support: some further results 0 0 0 21 1 2 5 93
Type I and type II fractional Brownian motions: A reconsideration 1 1 1 22 2 2 3 88
“Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference” by Mai Le, David Meenagh, Patrick Minford and Mike Wickens: Discussion 0 0 1 2 1 1 2 33
Total Journal Articles 9 22 103 3,305 28 70 328 11,430


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Stochastic Limit Theory: An Introduction for Econometricians 0 0 0 0 13 33 98 551
Total Books 0 0 0 0 13 33 98 551


Statistics updated 2019-09-09