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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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The long memory model of political support : some further results
Byers, J. David; Davidson, James E. H.; Peel, David - In: Applied economics 39 (2007) 19/21, pp. 2547-2552
Persistent link: https://www.econbiz.de/10003609221
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A test of the long memory hypothesis based on self-similarity
Davidson, James E. H.; Rambaccussing, Dooruj - In: Journal of time series econometrics 7 (2015) 2, pp. 115-141
Persistent link: https://www.econbiz.de/10011291316
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A test of the long memory hypothesis based on self-smimilarity
Davidson, James; Rambaccussing, Dooruj - 2015
Persistent link: https://www.econbiz.de/10010513443