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James Davidson
James Davidson
Professor of Econometrics, University of Exeter
Geverifieerd e-mailadres voor exeter.ac.uk
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Econometric modelling of the aggregate time-series relationship between consumers' expenditure and income in the United Kingdom
JEH Davidson, DF Hendry, F Srba, S Yeo
The economic journal 88 (352), 661-692, 1978
24221978
Stochastic limit theory: An introduction for econometricians
J Davidson
OUP Oxford, 1994
19291994
Moment and memory properties of linear conditional heteroscedasticity models, and a new model
J Davidson
Journal of Business & Economic Statistics 22 (1), 16-29, 2004
5102004
Econometric theory
J Davidson
(No Title), 2000
4502000
Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices
RM De Jong, J Davidson
Econometrica 68 (2), 407-423, 2000
2182000
Interpreting econometric evidence: the behaviour of consumers' expenditure in the UK
JEH Davidson, DF Hendry
European Economic Review 16 (1), 177-192, 1981
2101981
The functional central limit theorem and weak convergence to stochastic integrals II: fractionally integrated processes
J Davidson, RM De Jong
Econometric Theory 16 (5), 643-666, 2000
143*2000
The functional central limit theorem and weak convergence to stochastic integrals I: weakly dependent processes
RM De Jong, J Davidson
Econometric Theory 16 (5), 621-642, 2000
1202000
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes
J Davidson
Journal of Econometrics 106 (2), 243-269, 2002
1192002
1994
J Davidson
Stochastic Limit Theory, 294-298, 1965
1151965
Structural relations, cointegration and identification: some simple results and their application
J Davidson
Journal of econometrics 87 (1), 87-113, 1998
1091998
Stochastic limit theory. Advanced texts in econometrics
J Davidson
Oxford University Press, 1994
1011994
A model of fractional cointegration, and tests for cointegration using the bootstrap
J Davidson
Journal of Econometrics 110 (2), 187-212, 2002
932002
Generating schemes for long memory processes: regimes, aggregation and linearity
J Davidson, P Sibbertsen
Journal of econometrics 128 (2), 253-282, 2005
832005
F, Srba and S. Yeo (1978), Econometric Modelling of the Aggregate Time-series Relationship Between Consumers’ Expenditure and Income in the United Kingdom
JEH Davidson, DF Hendry
Economic Journal 88, 661-692, 1988
831988
Type I and type II fractional Brownian motions: A reconsideration
J Davidson, N Hashimzade
Computational Statistics & Data Analysis 53 (6), 2089-2106, 2009
772009
Modelling political popularity: an analysis of long-range dependence in opinion poll series
D Byers, J Davidson, D Peel
Journal of the Royal Statistical Society Series A: Statistics in Society 160 …, 1997
731997
A central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes
J Davidson
Econometric theory 8 (3), 313-329, 1992
711992
Regression diagnostics: identifying influential data and sources of collinearity
J Davidson
Economica 48 (192), 428-428, 1981
681981
Implementing the wild bootstrap using a two-point distribution
J Davidson, A Monticini, D Peel
Economics Letters 96 (3), 309-315, 2007
672007
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Artikelen 1–20