James Davidson

Institution: University of Exeter

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.ex.ac.uk/~jehd201/

First Publication: 1981

Most Recent: 2010

RePEc ID: pda34 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period	A (2x)	B (1x)	C (½x)	Total	Percentile
Last 5 Years	0.00	0.00	0.00	0.00	-
Last 10 Years	0.00	0.00	0.00	0.00	-
All Time	24.22	13.79	4.71	42.72	97%

Publication Statistics

Raw Publications 25

Coauthorship-Adjusted Count 35.34

Publications (25)

Year	Article	Journal	Tier	Authors
2010	“Two Orthogonal Continents? Testing a Two-country DSGE Model of the US and the EU Using Indirect Inference” by Mai Le, David Meenagh, Patrick Minford and Mike Wickens: Discussion	Open Economies Review	C	1
2009	Tests of bias in log-periodogram regression	Economics Letters	C	2
2009	REPRESENTATION AND WEAK CONVERGENCE OF STOCHASTIC INTEGRALS WITH FRACTIONAL INTEGRATOR PROCESSES	Econometric Theory	B	2
2008	ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION	Econometric Theory	B	2
2008	NOTES AND PROBLEMS A GENERAL BOUND FOR THE LIMITING DISTRIBUTION OF BREITUNG'S STATISTIC	Econometric Theory	B	3
2007	The long memory model of political support: some further results	Applied Economics	C	3
2007	Implementing the wild bootstrap using a two-point distribution	Economics Letters	C	3
2006	Alternative bootstrap procedures for testing cointegration in fractionally integrated processes	Journal of Econometrics	A	1
2005	Generating schemes for long memory processes: regimes, aggregation and linearity	Journal of Econometrics	A	2
2002	A model of fractional cointegration, and tests for cointegration using the bootstrap	Journal of Econometrics	A	1
2002	Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes	Journal of Econometrics	A	1
2002	Corrigendum to "Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes": [Journal of Econometrics 106 (2) (2002) 243-269]	Journal of Econometrics	A	1
2002	Long memory and nonlinear time series	Journal of Econometrics	A	2
2001	Econometric Modelling: Techniques and Applications,: Sean Holly and Martin Weale (Eds.) (2000), Cambridge: Cambridge University Press, x+296 pages. ISBN 0 521 65069 0 Hardback [UK pound]45, $74.95.	International Journal of Forecasting	B	1
2000	THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS II	Econometric Theory	B	2
2000	THE FUNCTIONAL CENTRAL LIMIT THEOREM AND WEAK CONVERGENCE TO STOCHASTIC INTEGRALS I	Econometric Theory	B	2
1998	Structural relations, cointegration and identification: some simple results and their application	Journal of Econometrics	A	1
1998	A non-linear error correction mechanism based on the bilinear model1	Economics Letters	C	2
1998	A Wald test of restrictions on the cointegrating space based on Johansen's estimator	Economics Letters	C	1
1994	Identifying Cointegrating Regressions by the Rank Condition.	Oxford Bulletin of Economics and Statistics	B	1
1993	The Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes: The Asymptotically Degenerate Case	Econometric Theory	B	1
1992	A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes	Econometric Theory	B	1
1985	FIML estimation of models with multiple regimes and covariance restrictions	Economics Letters	C	1
1981	Problems with the estimation of moving average processes	Journal of Econometrics	A	1
1981	Interpreting econometric evidence : The behaviour of consumers' expenditure in the UK	European Economic Review	B	2