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 3 164 0 0 4 336
Consistent Model Specification Testing 0 0 1 59 0 0 10 59
Generating schemes for long memory processes: Regimes, aggregation and linearity 0 0 1 3 0 1 6 27
Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes 0 0 1 37 0 1 4 105
Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes 0 0 1 11 1 2 6 75
Tests for Cointegration with Structural Breaks Based on Subsamples 0 0 3 24 0 1 6 80
Tests of Bias in Log-Periodogram Regression 0 0 0 93 0 0 6 232
Tests of Bias in Log-Periodogram Regression 0 0 0 12 1 2 7 86
The long memory model of political support: some further results 0 0 1 5 0 2 8 31
Type I and Type II Fractional Brownian Motions: a Reconsideration 0 1 1 24 0 4 7 93
When is a Time Series I(0)? 0 0 1 21 0 1 7 95
Why crises happen - nonstationary macroeconomics 0 0 1 32 1 1 8 128
Why crises happen - nonstationary macroeconomics 0 0 4 240 0 0 9 362
Total Working Papers 0 1 18 725 3 15 88 1,709


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 4 14 0 1 9 45
A Review of: “Book Review: Mathematical and Statistical Foundations” 0 0 0 25 0 1 1 73
A Wald test of restrictions on the cointegrating space based on Johansen's estimator 0 0 0 44 0 1 5 166
A model of fractional cointegration, and tests for cointegration using the bootstrap 0 0 0 75 0 1 6 212
A non-linear error correction mechanism based on the bilinear model1 0 0 0 49 0 1 5 206
ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION 0 0 0 13 1 1 2 60
Alternative bootstrap procedures for testing cointegration in fractionally integrated processes 0 0 0 35 0 0 0 116
An L1-convergence theorem for heterogeneous mixingale arrays with trending moments 0 0 1 25 0 3 7 76
Buffer Stock Models of the Monetary Sector 0 0 1 3 0 0 2 11
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 11 1 1 2 63
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 0 0 4 415
Cointegration in Recursive Systems 0 1 1 57 0 2 5 312
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 3 4 10 295
Consistency of kernel variance estimators for sums of semiparametric linear processes 0 0 0 31 0 0 0 324
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 2 12 0 1 7 69
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 5 10 58 1,779 9 25 151 3,978
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 0 3 99 0 1 7 395
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes 0 0 3 59 0 0 7 340
FIML estimation of models with multiple regimes and covariance restrictions 0 0 0 1 0 0 3 20
Forecasting Markov-switching dynamic, conditionally heteroscedastic processes 0 1 3 32 0 2 5 89
Generating schemes for long memory processes: regimes, aggregation and linearity 0 0 2 45 0 1 4 143
Identifying Cointegrating Regressions by the Rank Condition 0 0 0 0 0 0 2 200
Implementing the wild bootstrap using a two-point distribution 0 1 1 89 0 1 5 309
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 0 2 5 159 1 4 15 293
Long memory and nonlinear time series 0 0 2 79 0 1 6 195
Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series 0 0 2 16 0 2 11 86
Modelling political popularity: a correction 0 0 0 10 0 0 2 60
Modelling the UK Gilt-Edged Market 0 0 0 54 0 0 3 419
Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model 0 0 0 2 1 3 6 479
NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC 0 0 0 12 0 0 3 42
Problems with the estimation of moving average processes 0 0 5 184 0 2 12 926
REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES 0 0 0 21 0 0 2 75
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 1 2 92
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 2 46 2 2 6 163
Structural relations, cointegration and identification: some simple results and their application 0 0 0 86 1 2 9 232
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 0 0 0 32 0 0 2 128
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 0 1 40 0 0 6 134
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 1 2 60 1 2 12 153
Tests for cointegration with structural breaks based on subsamples 0 0 2 33 0 0 6 96
Tests of bias in log-periodogram regression 1 1 2 31 1 2 8 109
The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case 0 1 3 14 0 1 7 51
The long memory model of political support: some further results 0 0 1 22 0 1 9 102
Type I and type II fractional Brownian motions: A reconsideration 0 0 2 24 0 1 5 94
“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 3 1 1 3 36
Total Journal Articles 6 18 109 3,430 22 72 384 11,882


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 5 23 115 697
Total Books 0 0 0 0 5 23 115 697


Statistics updated 2020-11-03