James Davidson

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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!

PublicationDate of PublicationType
Time series modeling of paleoclimate data
Environmetrics
2023-12-18Paper
Tests for cointegration with structural breaks based on subsamples
Computational Statistics and Data Analysis
2014-04-14Paper
FIML estimation of models with multiple regimes and covariance restrictions
Economics Letters
2013-10-24Paper
Implementing the wild bootstrap using a two-point distribution
Economics Letters
2013-01-28Paper
Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004
Studies in Nonlinear Dynamics & Econometrics
2008-04-04Paper
A non-linear error correction mechanism based on the bilinear model
Economics Letters
1998-08-13Paper
Problems with the estimation of moving average processes
Journal of Econometrics
1981-01-01Paper


Research outcomes over time


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