James Davidson

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Asymptotics for fractional processes	2025-02-19	Paper
Time series modeling of paleoclimate data Environmetrics	2023-12-18	Paper
Tests for cointegration with structural breaks based on subsamples Computational Statistics and Data Analysis	2014-04-14	Paper
FIML estimation of models with multiple regimes and covariance restrictions Economics Letters	2013-10-24	Paper
Implementing the wild bootstrap using a two-point distribution Economics Letters	2013-01-28	Paper
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004 Studies in Nonlinear Dynamics & Econometrics	2008-04-04	Paper
Structural relations, cointegration and identification: Some simple results and their application Journal of Econometrics	2000-09-24	Paper
A non-linear error correction mechanism based on the bilinear model Economics Letters	1998-08-13	Paper
Strong laws of large numbers for dependent heterogeneous processes: a synthesis of recent and new results Econometric Reviews	1998-06-11	Paper
Stochastic Limit Theory	1998-06-09	Paper
Problems with the estimation of moving average processes Journal of Econometrics	1981-01-01	Paper

Research outcomes over time

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