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Journal of econometrics
Hannover Economic Papers (HEP)
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Generating schemes for long memory processes : regimes, aggregation and linarity
Davidson, James E. H.
;
Sibbertsen, Philipp
- In:
Journal of econometrics
128
(
2005
)
2
,
pp. 253-282
Persistent link: https://www.econbiz.de/10003091350
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2
Problems with the estimation of moving average processes
Davidson, James E. H.
- In:
Journal of econometrics
16
(
1981
)
3
,
pp. 295-310
Persistent link: https://www.econbiz.de/10002056604
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3
Structural relations, cointegration and identification : some simple results and their application
Davidson, James E. H.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 87-113
Persistent link: https://www.econbiz.de/10001248305
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4
Annals of econometrics: Long memory and nonlinear time series
Davidson, James E. H.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001703499
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5
A model of fractional cointegration, and tests for cointegration using the bootstrap
Davidson, James E. H.
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 187-212
Persistent link: https://www.econbiz.de/10001703507
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6
Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes
Davidson, James E. H.
- In:
Journal of econometrics
106
(
2002
)
2
,
pp. 243-269
Persistent link: https://www.econbiz.de/10001638897
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7
Alternative bootstrap procedures for testing cointegration in fractionally integrated processes
Davidson, James E. H.
- In:
Journal of econometrics
133
(
2006
)
2
,
pp. 741-777
Persistent link: https://www.econbiz.de/10003359632
Saved in:
8
Generating schemes for long memory processes: regimes, aggregation and linearity
Davidson, James
;
Sibbertsen, Philipp
- In:
Journal of econometrics
128
(
2005
)
2
,
pp. 253-282
Persistent link: https://www.econbiz.de/10006751076
Saved in:
9
A multivariate test against spurious long memory
Sibbertsen, Philipp
;
Leschinski, Christian
;
Busch, Marie
- In:
Journal of econometrics
203
(
2018
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10011974604
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