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Tests of bias in log-periodogram regression
Davidson, James E. H. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003888096
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Representation and weak convergence of stochastic integrals with fractional integrator processes
Davidson, James E. H. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003888894
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When is a time series I(0)?
Davidson, James E. H. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003888928
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Type I and type II fractional Brownian motions : a reconsideration
Davidson, James E. H. (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003888959
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Consistent model specification testing
Davidson, James E. H.; Halunga, Andreea G. - 2013
Persistent link: https://www.econbiz.de/10010343739
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Tests for cointegration with structural breaks based on subsamples
Davidson, James E. H. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003888051