| Econometric modelling of the aggregate time-series relationship between consumers' expenditure and income in the United Kingdom JEH Davidson, DF Hendry, F Srba, S Yeo The economic journal 88 (352), 661-692, 1978 | 2447 | 1978 |
| Stochastic limit theory: An introduction for econometricians J Davidson OUP Oxford, 1994 | 2014 | 1994 |
| Moment and memory properties of linear conditional heteroscedasticity models, and a new model J Davidson Journal of Business & Economic Statistics 22 (1), 16-29, 2004 | 530 | 2004 |
| Econometric theory J Davidson (No Title), 2000 | 459 | 2000 |
| Consistency of kernel estimators of heteroscedastic and autocorrelated covariance matrices RM De Jong, J Davidson Econometrica 68 (2), 407-423, 2000 | 234 | 2000 |
| Interpreting econometric evidence: The behaviour of consumers' expenditure in the UK JEH Davidson, DF Hendry European Economic Review 16 (1), 177-192, 1981 | 213 | 1981 |
| The functional central limit theorem and weak convergence to stochastic integrals II: Fractionally integrated processes J Davidson, RM De Jong Econometric Theory 16 (5), 643-666, 2000 | 152* | 2000 |
| Establishing conditions for the functional central limit theorem in nonlinear and semiparametric time series processes J Davidson Journal of Econometrics 106 (2), 243-269, 2002 | 126 | 2002 |
| The functional central limit theorem and weak convergence to stochastic integrals I: weakly dependent processes RM De Jong, J Davidson Econometric Theory 16 (5), 621-642, 2000 | 124 | 2000 |
| Structural relations, cointegration and identification: some simple results and their application J Davidson Journal of econometrics 87 (1), 87-113, 1998 | 115 | 1998 |
| 1994 J Davidson Stochastic Limit Theory, 294-298, 1965 | 114 | 1965 |
| Stochastic limit theory. Advanced texts in econometrics J Davidson Oxford University Press, 1994 | 107 | 1994 |
| F, Srba and S. Yeo (1978), Econometric Modelling of the Aggregate Time-series Relationship Between Consumers’ Expenditure and Income in the United Kingdom JEH Davidson, DF Hendry Economic Journal 88, 661-692, 1988 | 101 | 1988 |
| A model of fractional cointegration, and tests for cointegration using the bootstrap J Davidson Journal of Econometrics 110 (2), 187-212, 2002 | 92 | 2002 |
| Generating schemes for long memory processes: regimes, aggregation and linearity J Davidson, P Sibbertsen Journal of econometrics 128 (2), 253-282, 2005 | 85 | 2005 |
| Type I and type II fractional Brownian motions: A reconsideration J Davidson, N Hashimzade Computational Statistics & Data Analysis 53 (6), 2089-2106, 2009 | 76 | 2009 |
| Modelling political popularity: an analysis of long-range dependence in opinion poll series D Byers, J Davidson, D Peel Journal of the Royal Statistical Society Series A: Statistics in Society 160 …, 1997 | 76 | 1997 |
| A central limit theorem for globally nonstationary near-epoch dependent functions of mixing processes J Davidson Econometric theory 8 (3), 313-329, 1992 | 72 | 1992 |
| Implementing the wild bootstrap using a two-point distribution J Davidson, A Monticini, D Peel Economics Letters 96 (3), 309-315, 2007 | 67 | 2007 |
| Problems with the estimation of moving average processes JEH Davidson Journal of Econometrics 16 (3), 295-310, 1981 | 64 | 1981 |
