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Econometric theory
Davidson, James E. H.; Davidson, James E. H. - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10000591834
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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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When is a time series I(0)?
Davidson, James E. H. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003888928
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Cointegration and error correction
Davidson, James E. H. - In: Handbook of research methods and applications in …, (pp. 165-188). 2013
Persistent link: https://www.econbiz.de/10010206839
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When is a time-series I(O)?
Davidson, James E. H. - In: The methodology and practice of econometrics : a …, (pp. 322-342). 2009
Persistent link: https://www.econbiz.de/10003857850
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Co-integration in linear dynamic systems
Davidson, James E. H. - 1986
Persistent link: https://www.econbiz.de/10000706572
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The multivariate invariance principle for globally nonstationary processes, with an application to I(2) models
Davidson, James E. H. - 1993
Persistent link: https://www.econbiz.de/10000856230
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Generating schemes for long memory processes : regimes, aggregation and linearity
Davidson, James E. H.; Sibbertsen, Philipp - 2002
Persistent link: https://www.econbiz.de/10001742258
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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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Cointegration in recursive systems
Davidson, James E. H. - In: The economic journal : the journal of the Royal … 101 (1991) 405, pp. 239-251
Persistent link: https://www.econbiz.de/10001101857