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source:"econis"
subject:"Schätztheorie"
~isPartOf:"Discussion paper series / IZA"
~isPartOf:"Econometric theory"
~isPartOf:"Oxford bulletin of economics and statistics"
~isPartOf:"Statistical papers"
~person:"Davidson, James E. H."
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Davidson, James E. H.
Phillips, Peter C. B.
9
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7
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7
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7
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6
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ECONIS (ZBW)
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The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 1 : weakly dependent processes
Jong, Robert M. de
;
Davidson, James E. H.
- In:
Econometric theory
16
(
2000
)
5
,
pp. 621-642
Persistent link: https://www.econbiz.de/10001533160
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2
The functional central limit theorem and weak convergence to stochastic integrals, [Teil] 2 : fractionally integrated processes
Davidson, James E. H.
;
Jong, Robert M. de
- In:
Econometric theory
16
(
2000
)
5
,
pp. 643-666
Persistent link: https://www.econbiz.de/10001533165
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3
Identifying cointegrating regressions by the rank condition
Davidson, James E. H.
- In:
Oxford bulletin of economics and statistics
56
(
1994
)
1
,
pp. 105-110
Persistent link: https://www.econbiz.de/10001154033
Saved in:
4
The central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes : the asymptotically degenerate case
Davidson, James E. H.
- In:
Econometric theory
9
(
1993
)
3
,
pp. 402-412
Persistent link: https://www.econbiz.de/10001151127
Saved in:
5
A central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes
Davidson, James E. H.
- In:
Econometric theory
8
(
1992
)
3
,
pp. 313-329
Persistent link: https://www.econbiz.de/10001137723
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