Now showing items 1-20 of 25

    Issue DateTitleAuthor(s)
    1 August 2006Alternative bootstrap procedures for testing cointegration in fractionally integrated processes  Davidson, James
    2008Alternative frequency and time domain versions of fractional Brownian motion  Davidson, James; Hashimzade, Nigar
    2006Asymptotic methods and functional central limit theorems  Davidson, James
    2013Cointegration and error correction  Davidson, James
    1 March 2012Consistent model specification testing  Davidson, James; Halunga, Andreea G.
    1 August 2014Consistent testing of functional form in time series models  Halunga, Andreea G.; Davidson, James
    2002Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes  Davidson, James
    2004Forecasting Markov-switching dynamic, conditionally heteroscedastic processes  Davidson, James
    1 October 2000The functional central limit theorem and weak convergence to stochastic integrals I: weakly dependent processes  De Jong, Robert M.; Davidson, James
    1 October 2000The functional central limit theorem and weak convergence to stochastic integrals II: fractionally integrated processes  Davidson, James; De Jong, Robert M.
    1 October 2008A general bound for the limiting distribution of Breitung's statistic  Davidson, James; Magnus, Jan R.; Wiegerinck, Jan
    1 October 2005Generating schemes for long memory processes: regimes, aggregation and linearity  Davidson, James; Sibbertsen, Philipp
    2007Implementing the wild bootstrap using a two-point distribution  Davidson, James; Monticini, Andrea; Peel, David
    2002Long memory and nonlinear time series  Davidson, James; Teräsvirta, Timo
    1 November 2007The long memory model of political support: some further results  Byers, David; Davidson, James; Peel, David
    2002A model of fractional cointegration, and tests for cointegration using the bootstrap  Davidson, James
    2004Moment and memory properties of linear conditional heteroscedasticity models, and a new model  Davidson, James
    2008Representation and weak convergence of stochastic integrals with fractional integrator processes  Davidson, James; Hashimzade, Nigar
    2009Representation and weak convergence of stochastic integrals with fractional integrator processes  Davidson, James; Hashimzade, Nigar
    5 September 2015Strict stationarity, persistence and volatility forecasting in ARCH(∞) processes  Davidson, James; Li, X