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Econometric theory
Davidson, James; Davidson, James E. H. - 2000 - 1. publ.
Persistent link: https://www.econbiz.de/10000591834
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Econometric modelling of the sterling effective exchange rate
Davidson, James E. H. - In: The review of economic studies 52 (1985) 2, pp. 231-240
Persistent link: https://www.econbiz.de/10001037383
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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
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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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Book review: mathematical and statistical foundations
Davidson, James E. H. - In: Econometric reviews 26 (2007) 5, pp. 605-607
Persistent link: https://www.econbiz.de/10003549337
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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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[Rezension von: Modelling economic series, ed. by C. W. J. Granger]
Davidson, James E. H. - In: Economica 58 (1991) 231, pp. 405-408
Persistent link: https://www.econbiz.de/10001345232
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[Rezension von: Long-run economic relationships, ed. by R. F. Engle ..]
Davidson, James E. H. - In: Economica 60 (1993) 237, pp. 117-118
Persistent link: https://www.econbiz.de/10001345995
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[Rezension von: Davidson, Russell, ..., Estimation and inference in econometrics]
Davidson, James E. H. - In: Economica 62 (1995) 245, pp. 133-134
Persistent link: https://www.econbiz.de/10001346991
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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