James Davidson

Cardiff Business School

Cardiff CF10 3EU

United Kingdom

SCHOLARLY PAPERS

2

DOWNLOADS

27

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Consistency of Kernel Variance Estimators for Sums of Semiparametric Linear Processes

Econometrics Journal, Vol. 5, No. 1, pp. 160-175, 2002
Number of pages: 16 Posted: 02 Dec 2002
James Davidson and Robert M. de Jong
Cardiff Business School and Ohio State University (OSU) - Economics
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2.

Why Crises Happen - Nonstationary Macroeconomics

CEPR Discussion Paper No. DP8157
Number of pages: 30 Posted: 27 Dec 2010
Cardiff Business School, Cardiff University Business School, Cardiff University Business School and University of York
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banking crisis, banking regulation, Bootstrap, Indirect Inference, Nonstationarity, Productivity, Real Business Cycle