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 1 63 0 0 1 75
Generating schemes for long memory processes: Regimes, aggregation and linearity 0 0 0 5 0 2 2 36
Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes 1 1 1 13 1 3 6 84
Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes 1 1 2 40 1 1 2 109
Tests for Cointegration with Structural Breaks Based on Subsamples 0 0 0 27 0 0 2 93
Tests of Bias in Log-Periodogram Regression 0 0 0 13 0 1 2 93
Tests of Bias in Log-Periodogram Regression 0 0 0 94 0 1 2 240
The long memory model of political support: some further results 0 0 0 5 0 1 1 36
Type I and Type II Fractional Brownian Motions: a Reconsideration 0 0 4 37 0 1 7 123
When is a Time Series I(0)? 0 1 4 29 0 2 7 112
Why crises happen - nonstationary macroeconomics 0 1 1 34 1 6 8 144
Why crises happen - nonstationary macroeconomics 0 0 0 242 0 1 2 374
Total Working Papers 2 4 13 766 3 19 42 1,857


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 22 0 0 2 61
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 1 169
A model of fractional cointegration, and tests for cointegration using the bootstrap 0 0 1 76 0 0 2 225
A non-linear error correction mechanism based on the bilinear model1 0 0 0 50 0 0 1 216
ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION 0 0 0 14 0 0 0 64
Alternative bootstrap procedures for testing cointegration in fractionally integrated processes 0 0 0 35 0 0 1 120
An L1-convergence theorem for heterogeneous mixingale arrays with trending moments 0 0 0 26 0 2 3 87
Buffer Stock Models of the Monetary Sector 0 0 0 7 0 0 0 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 1 1 66
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 1 421
Cointegration in Recursive Systems 0 0 1 61 0 2 3 320
Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices 0 0 0 0 0 0 0 315
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 2 76
Econometric Modelling of the Aggregate Time-Series Relationship between Consumers' Expenditure and Income in the United Kingdom 1 2 18 1,912 2 4 22 4,281
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 0 101 0 1 1 405
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes 0 0 0 61 0 1 4 351
FIML estimation of models with multiple regimes and covariance restrictions 0 0 0 1 0 0 0 24
Forecasting Markov-switching dynamic, conditionally heteroscedastic processes 0 0 0 40 0 0 1 105
Generating schemes for long memory processes: regimes, aggregation and linearity 0 0 0 48 0 1 4 157
Identifying Cointegrating Regressions by the Rank Condition 0 0 0 0 1 1 2 202
Implementing the wild bootstrap using a two-point distribution 0 0 0 90 0 0 3 320
Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK 0 0 3 170 0 0 3 315
Long memory and nonlinear time series 0 0 0 81 0 0 1 203
Modelling Political Popularity: an Analysis of Long‐range Dependence in Opinion Poll Series 0 0 0 16 0 0 1 93
Modelling political popularity: a correction 0 0 0 10 0 0 9 86
Modelling the UK Gilt-Edged Market 0 0 0 56 0 1 1 449
Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model 0 0 0 2 0 1 6 508
NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC 0 0 0 14 0 0 0 47
Problems with the estimation of moving average processes 0 0 0 189 2 2 2 934
REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES 1 1 1 24 1 1 1 82
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 94
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results 0 0 0 46 0 1 2 167
Structural relations, cointegration and identification: some simple results and their application 1 2 3 90 1 2 4 247
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 0 0 0 32 1 1 1 132
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I 0 1 2 44 0 2 7 147
THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II 0 2 4 67 0 2 5 172
Tests for cointegration with structural breaks based on subsamples 0 0 0 35 0 1 3 106
Tests of bias in log-periodogram regression 0 0 0 34 0 1 4 121
The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case 0 0 0 15 0 0 0 53
The long memory model of political support: some further results 0 0 1 23 0 0 1 105
Type I and type II fractional Brownian motions: A reconsideration 0 0 0 24 0 0 1 100
“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 1 1 1 40
Total Journal Articles 3 8 35 3,647 9 29 108 12,599


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 2 8 40 1,105
Total Books 0 0 0 0 2 8 40 1,105


Statistics updated 2025-05-12