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 1 3 162 0 2 5 333
Consistent Model Specification Testing 0 0 2 58 2 4 11 52
Generating schemes for long memory processes: Regimes, aggregation and linearity 0 1 1 3 0 2 3 23
Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes 0 1 2 37 0 2 4 103
Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes 0 0 1 10 0 4 9 70
Tests for Cointegration with Structural Breaks Based on Subsamples 1 2 3 23 2 4 11 77
Tests of Bias in Log-Periodogram Regression 0 1 1 12 0 3 17 81
Tests of Bias in Log-Periodogram Regression 0 0 0 93 0 1 1 227
The long memory model of political support: some further results 0 0 0 4 0 2 6 25
Type I and Type II Fractional Brownian Motions: a Reconsideration 0 0 2 23 1 3 6 88
When is a Time Series I(0)? 0 0 0 20 2 4 6 92
Why crises happen - nonstationary macroeconomics 0 0 1 31 2 2 11 122
Why crises happen - nonstationary macroeconomics 0 0 2 236 1 2 13 354
Total Working Papers 1 6 18 712 10 35 103 1,647


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 1 1 1 11 1 2 2 38
A Review of: “Book Review: Mathematical and Statistical Foundations” 0 0 2 25 0 2 5 72
A Wald test of restrictions on the cointegrating space based on Johansen's estimator 0 0 0 44 0 2 2 162
A model of fractional cointegration, and tests for cointegration using the bootstrap 0 0 3 75 2 4 13 210
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 0 1 3 59
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 1 1 24 0 2 3 69
Buffer Stock Models of the Monetary Sector 0 0 0 2 1 1 2 10
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 2 3 62
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 2 4 412
Cointegration in Recursive Systems 0 0 0 56 2 3 4 309
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 2 4 5 289
Consistency of kernel variance estimators for sums of semiparametric linear processes 0 0 0 31 0 1 1 324
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 10 0 2 7 62
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 3 11 61 1,726 8 34 157 3,846
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 1 1 2 97 1 1 5 389
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes 0 0 1 56 0 3 6 333
FIML estimation of models with multiple regimes and covariance restrictions 0 0 0 1 0 1 1 17
Forecasting Markov-switching dynamic, conditionally heteroscedastic processes 0 0 0 29 0 0 4 84
Generating schemes for long memory processes: regimes, aggregation and linearity 0 1 1 43 0 2 4 139
Identifying Cointegrating Regressions by the Rank Condition 0 0 0 0 2 2 2 200
Implementing the wild bootstrap using a two-point distribution 0 0 0 88 0 0 0 304
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 1 1 2 155 1 2 4 279
Long memory and nonlinear time series 0 0 0 77 1 2 6 190
Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series 0 0 1 14 0 1 6 76
Modelling political popularity: a correction 0 0 0 10 2 3 8 60
Modelling the UK Gilt-Edged Market 0 0 0 54 2 2 2 418
Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model 0 0 0 2 0 0 4 473
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 2 3 4 181 4 6 7 918
REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES 0 0 2 21 1 2 5 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 1 91
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 0 44 1 1 1 158
Structural relations, cointegration and identification: some simple results and their application 0 0 0 86 1 2 3 224
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 0 0 0 32 0 1 4 127
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 0 1 39 1 1 8 129
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 1 3 58 2 4 14 143
Tests for cointegration with structural breaks based on subsamples 0 0 1 31 0 0 3 90
Tests of bias in log-periodogram regression 0 0 0 29 1 2 5 103
The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case 1 2 2 13 1 2 2 46
The long memory model of political support: some further results 0 0 0 21 0 3 7 96
Type I and type II fractional Brownian motions: A reconsideration 0 1 2 23 0 1 4 90
“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 2 0 0 1 33
Total Journal Articles 9 23 94 3,334 38 107 329 11,565


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 14 39 127 604
Total Books 0 0 0 0 14 39 127 604


Statistics updated 2020-01-03