Crossref Citations
                  
                    
                    
                      
                        This article has been cited by the following publications. This list is generated based on data provided by 
    Crossref.
                     
                   
                  
                        
                          
                                
                                
                                    
                                    Byers, David
                                    
                                    Davidson, James
                                     and 
                                    Peel, David
                                  2000.
                                  The dynamics of aggregate political popularity: evidence from eight countries.
                                  
                                  
                                  Electoral Studies, 
                                  Vol. 19, 
                                  Issue. 1, 
                                
                                    p. 
                                    49.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Davidson, James
                                  2002.
                                  Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes.
                                  
                                  
                                  Journal of Econometrics, 
                                  Vol. 106, 
                                  Issue. 2, 
                                
                                    p. 
                                    243.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Davidson, James
                                  2002.
                                  A model of fractional cointegration, and tests for cointegration using the bootstrap.
                                  
                                  
                                  Journal of Econometrics, 
                                  Vol. 110, 
                                  Issue. 2, 
                                
                                    p. 
                                    187.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Davidson, James
                                     and 
                                    De Jong, Robert M.
                                  2002.
                                  Consistency of kernel variance estimators for sums of semiparametric linear processes.
                                  
                                  
                                  The Econometrics Journal, 
                                  Vol. 5, 
                                  Issue. 1, 
                                
                                    p. 
                                    160.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Velasco, Carlos
                                  2003.
                                  Gaussian Semi‐parametric Estimation of Fractional Cointegration.
                                  
                                  
                                  Journal of Time Series Analysis, 
                                  Vol. 24, 
                                  Issue. 3, 
                                
                                    p. 
                                    345.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Wang, Qiying
                                    
                                    Lin, Yan-Xia
                                     and 
                                    Gulati, Chandra M.
                                  2003.
                                  ASYMPTOTICS FOR GENERAL FRACTIONALLY INTEGRATED PROCESSES WITH APPLICATIONS TO UNIT ROOT TESTS.
                                  
                                  
                                  Econometric Theory, 
                                  Vol. 19, 
                                  Issue. 01, 
                                
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Su, Jen-Je
                                  2003.
                                  On the power of the multivariate KPSS test of stationarity against fractionally integrated alternatives.
                                  
                                  
                                  Applied Economics Letters, 
                                  Vol. 10, 
                                  Issue. 10, 
                                
                                    p. 
                                    637.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Sibbertsen, Philipp
                                  2004.
                                  Long memory versus structural breaks: An overview.
                                  
                                  
                                  Statistical Papers, 
                                  Vol. 45, 
                                  Issue. 4, 
                                
                                    p. 
                                    465.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Sun, Yixiao
                                  2004.
                                  A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS.
                                  
                                  
                                  Econometric Theory, 
                                  Vol. 20, 
                                  Issue. 05, 
                                
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Dolado, Juan J.
                                     and 
                                    Marmol, Francesc
                                  2004.
                                  Asymptotic inference results for multivariate long‐memory processes.
                                  
                                  
                                  The Econometrics Journal, 
                                  Vol. 7, 
                                  Issue. 1, 
                                
                                    p. 
                                    168.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Hosoya, Yuzo
                                  2005.
                                  Fractional Invariance Principle.
                                  
                                  
                                  Journal of Time Series Analysis, 
                                  Vol. 26, 
                                  Issue. 3, 
                                
                                    p. 
                                    463.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Qiu, Jin
                                     and 
                                    Lin, Zhengyan
                                  2006.
                                  The variance of partial sums of strong near-epoch dependent variables.
                                  
                                  
                                  Statistics & Probability Letters, 
                                  Vol. 76, 
                                  Issue. 17, 
                                
                                    p. 
                                    1845.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Davidson, James
                                  2006.
                                  Alternative bootstrap procedures for testing cointegration in fractionally integrated processes.
                                  
                                  
                                  Journal of Econometrics, 
                                  Vol. 133, 
                                  Issue. 2, 
                                
                                    p. 
                                    741.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Davidson, James
                                     and 
                                    Hashimzade, Nigar
                                  2007.
                                  Representation and Weak Convergence of Stochastic Integrals with Fractional Integrator Processes.
                                  
                                  
                                  SSRN Electronic Journal, 
                                  
                                  
                                
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Buchmann, Boris
                                     and 
                                    Chan, Ngai Hang
                                  2007.
                                  Asymptotic theory of least squares estimators for nearly unstable processes under strong dependence.
                                  
                                  
                                  The Annals of Statistics, 
                                  Vol. 35, 
                                  Issue. 5, 
                                
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Baillie, Richard T
                                     and 
                                    Kapetanios, George
                                  2007.
                                  Testing for Neglected Nonlinearity in Long-Memory Models.
                                  
                                  
                                  Journal of Business & Economic Statistics, 
                                  Vol. 25, 
                                  Issue. 4, 
                                
                                    p. 
                                    447.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Davidson, James
                                     and 
                                    Hashimzade, Nigar
                                  2008.
                                  ALTERNATIVE FREQUENCY AND TIME DOMAIN VERSIONS OF FRACTIONAL BROWNIAN MOTION.
                                  
                                  
                                  Econometric Theory, 
                                  Vol. 24, 
                                  Issue. 01, 
                                
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Hassler, Uwe
                                    
                                    Marmol, Francesc
                                     and 
                                    Velasco, Carlos
                                  2008.
                                  Fractional cointegration in the presence of linear trends.
                                  
                                  
                                  Journal of Time Series Analysis, 
                                  Vol. 29, 
                                  Issue. 6, 
                                
                                    p. 
                                    1088.
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Chu, Ba M.
                                     and 
                                    Hwang, Soosung
                                  2008.
                                  When Do the Discount Sums of Moving Averages Converge to the Normality?.
                                  
                                  
                                  SSRN Electronic Journal, 
                                  
                                  
                                
                                
                                
                        
                        
                        
                        
      
                          
                                
                                
                                    
                                    Nielsen, Morten Ørregaard
                                  2008.
                                  A Powerful Test of the Autoregressive Unit Root Hypothesis Based on a Tuning Parameter Free Statistic.
                                  
                                  
                                  SSRN Electronic Journal,