World's Best Scientists 2026 revealed!

D-Index & Metrics

Economics and Finance

D-Index
33
Citations
14674
World Ranking
3159
National Ranking
364

Best Publications

  • Stochastic limit theory : an introduction for econometricians

    James Davidson

  • Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom

    James E. H. Davidson;David F. Hendry;Frank Srba;Stephen Yeo

  • Stochastic Limit Theory

    James Davidson

  • Stochastic Limit Theory: An Introduction for Econometricians

    James Davidson

  • Long-Run Economic Relationships: Readings in Cointegration

    Robert Engle;Clive Granger

  • Cointegration and error correction

    James Davidson

  • A Unified Theory of Estimation and Inference for Nonlinear Dynamic Models

    A. Ronald Gallant;Halbert White

  • Moment and Memory Properties of Linear Conditional Heteroscedasticity Models, and a New Model

    James Davidson

  • Analysis of Panel Data.

    James Davidson;Cheng Hsiao

  • Consistency of Kernel Estimators of Heteroscedastic and Autocorrelated Covariance Matrices

    Robert M. de Jong;James Davidson

  • Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK☆

    James E.H. Davidson;David F. Hendry

  • The functional central limit theorem and weak convergence to stochastic integrals II: fractionally integrated processes

    James Davidson;Robert M. de Jong

  • The functional central limit theorem and weak convergence to stochastic integrals I: weakly dependent processes

    Robert M. de Jong;James Davidson

  • Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes

    James Davidson

  • Structural relations, cointegration and identification: some simple results and their application

    James Davidson

  • A model of fractional cointegration, and tests for cointegration using the bootstrap☆

    James Davidson

  • Generating Schemes for Long Memory Processes: Regimes, Aggregation and Linearity

    James Davidson;Philipp Sibbertsen

  • Type I and type II fractional Brownian motions: A reconsideration

    James Davidson;Nigar Hashimzade

  • A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes

    James Davidson

  • Modelling economic series : readings in econometric methodology

    C. W. J. Granger

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