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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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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
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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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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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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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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