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 0 164 0 0 0 338
Consistent Model Specification Testing 0 0 0 62 0 0 2 71
Generating schemes for long memory processes: Regimes, aggregation and linearity 0 0 0 5 0 0 0 34
Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes 0 0 0 12 0 0 0 78
Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes 0 0 0 38 0 0 0 106
Tests for Cointegration with Structural Breaks Based on Subsamples 0 0 0 26 0 0 4 90
Tests of Bias in Log-Periodogram Regression 0 0 1 94 0 0 1 237
Tests of Bias in Log-Periodogram Regression 0 0 1 13 0 0 1 90
The long memory model of political support: some further results 0 0 0 5 0 0 0 34
Type I and Type II Fractional Brownian Motions: a Reconsideration 0 0 4 31 0 0 5 112
When is a Time Series I(0)? 0 0 0 22 0 0 0 101
Why crises happen - nonstationary macroeconomics 0 0 0 242 0 0 1 370
Why crises happen - nonstationary macroeconomics 0 0 0 33 0 0 0 134
Total Working Papers 0 0 6 747 0 0 14 1,795


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 1 18 0 3 5 56
A Review of: “Book Review: Mathematical and Statistical Foundations” 0 0 0 25 0 0 0 73
A Wald test of restrictions on the cointegrating space based on Johansen's estimator 0 0 0 44 0 0 2 168
A model of fractional cointegration, and tests for cointegration using the bootstrap 0 0 0 75 0 1 1 223
A non-linear error correction mechanism based on the bilinear model1 0 0 0 50 0 0 0 215
ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION 0 0 0 13 0 0 0 63
Alternative bootstrap procedures for testing cointegration in fractionally integrated processes 0 0 0 35 0 0 1 119
An L1-convergence theorem for heterogeneous mixingale arrays with trending moments 0 0 1 26 0 0 2 83
Buffer Stock Models of the Monetary Sector 0 1 2 7 0 1 2 16
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 0 0 0 65
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 1 420
Cointegration in Recursive Systems 0 0 1 59 0 0 1 315
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 1 2 3 309
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 0 13 0 0 0 74
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 1 8 32 1,868 2 16 74 4,201
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 1 101 0 0 1 404
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes 0 0 1 61 0 0 1 347
FIML estimation of models with multiple regimes and covariance restrictions 0 0 0 1 1 1 1 23
Forecasting Markov-switching dynamic, conditionally heteroscedastic processes 0 0 1 36 0 0 3 99
Generating schemes for long memory processes: regimes, aggregation and linearity 0 0 1 47 0 0 1 152
Identifying Cointegrating Regressions by the Rank Condition 0 0 0 0 0 0 0 200
Implementing the wild bootstrap using a two-point distribution 0 0 0 90 0 0 1 314
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 0 0 1 164 0 0 5 306
Long memory and nonlinear time series 0 0 1 81 0 0 3 202
Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series 0 0 0 16 0 0 1 91
Modelling political popularity: a correction 0 0 0 10 1 1 3 75
Modelling the UK Gilt-Edged Market 0 1 1 56 0 1 1 447
Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model 0 0 0 2 0 1 2 498
NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC 0 0 1 14 0 0 2 47
Problems with the estimation of moving average processes 0 2 3 188 0 2 3 931
REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES 0 1 1 23 0 1 2 81
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 1 93
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 0 46 0 0 0 165
Structural relations, cointegration and identification: some simple results and their application 0 0 0 87 0 0 2 243
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 0 0 0 32 0 0 0 131
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 0 0 41 1 1 2 138
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 0 0 63 0 0 1 163
Tests for cointegration with structural breaks based on subsamples 0 0 0 35 0 0 1 102
Tests of bias in log-periodogram regression 0 0 1 32 0 0 2 113
The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case 0 0 0 14 0 0 0 52
The long memory model of political support: some further results 0 0 0 22 1 1 1 104
Type I and type II fractional Brownian motions: A reconsideration 0 0 0 24 2 3 3 98
“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 0 3 0 0 0 38
Total Journal Articles 1 13 50 3,568 9 35 135 12,381


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 6 22 111 981
Total Books 0 0 0 0 6 22 111 981


Statistics updated 2023-05-07