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 2 338
Consistent Model Specification Testing 0 1 2 62 0 1 4 69
Generating schemes for long memory processes: Regimes, aggregation and linearity 0 0 2 5 0 0 4 34
Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes 0 0 0 12 0 0 1 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 1 26 0 0 5 86
Tests of Bias in Log-Periodogram Regression 0 0 0 12 0 0 3 89
Tests of Bias in Log-Periodogram Regression 0 0 0 93 0 0 1 236
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 1 1 4 28 2 2 12 109
When is a Time Series I(0)? 0 0 1 22 0 0 5 101
Why crises happen - nonstationary macroeconomics 0 0 0 33 0 0 0 134
Why crises happen - nonstationary macroeconomics 0 0 1 242 0 0 4 369
Total Working Papers 1 2 11 742 2 3 41 1,783


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 3 17 0 0 5 51
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 0 166
A model of fractional cointegration, and tests for cointegration using the bootstrap 0 0 0 75 0 0 6 222
A non-linear error correction mechanism based on the bilinear model1 0 0 1 50 0 0 4 215
ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION 0 0 0 13 0 0 2 63
Alternative bootstrap procedures for testing cointegration in fractionally integrated processes 0 0 0 35 0 0 2 118
An L1-convergence theorem for heterogeneous mixingale arrays with trending moments 0 0 0 25 0 0 1 81
Buffer Stock Models of the Monetary Sector 0 0 2 5 0 0 3 14
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 1 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 4 419
Cointegration in Recursive Systems 0 1 1 58 0 1 1 314
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 0 8 306
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 1 1 13 0 2 5 74
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 5 10 36 1,841 11 20 90 4,138
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 0 100 0 0 3 403
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes 0 0 0 60 0 0 2 346
FIML estimation of models with multiple regimes and covariance restrictions 0 0 0 1 0 0 2 22
Forecasting Markov-switching dynamic, conditionally heteroscedastic processes 1 4 4 36 1 4 7 97
Generating schemes for long memory processes: regimes, aggregation and linearity 0 0 0 46 0 0 3 151
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 1 90 0 1 3 313
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 1 2 2 164 1 2 3 302
Long memory and nonlinear time series 0 0 1 80 1 1 4 200
Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series 0 0 0 16 1 1 3 91
Modelling political popularity: a correction 0 0 0 10 0 0 10 72
Modelling the UK Gilt-Edged Market 0 0 0 55 0 0 23 446
Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model 0 0 0 2 0 1 13 496
NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC 1 1 2 14 1 1 2 46
Problems with the estimation of moving average processes 0 0 0 185 0 0 0 928
REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES 0 0 0 22 0 0 2 79
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 92
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 0 46 0 0 1 165
Structural relations, cointegration and identification: some simple results and their application 0 0 1 87 0 0 5 241
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 0 0 0 32 0 0 2 131
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 0 1 41 0 0 1 136
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 0 3 63 0 0 6 162
Tests for cointegration with structural breaks based on subsamples 0 0 1 35 0 0 4 101
Tests of bias in log-periodogram regression 0 0 0 31 0 0 2 111
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 0 0 1 103
Type I and type II fractional Brownian motions: A reconsideration 0 0 0 24 0 0 1 95
“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 8 19 60 3,526 16 34 235 12,262


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 12 27 126 882
Total Books 0 0 0 0 12 27 126 882


Statistics updated 2022-06-07