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Publications by James Davidson

Strict Stationarity, Persistence and Volatility Forecasting in ARCH(∞) Processes

Journal of Empirical Finance

English

A Test of the Long Memory Hypothesis Based on Self-Similarity

Journal of Time Series Econometrics

English

Alternative Frequency and Time Domain Versions of Fractional Brownian Motion

Econometric Theory

Social Sciences

English

When Is a Time‐Series I(0)?*

English

Cointegration and Error Correction

English

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Organization and Information: Firms’ Governance Choices in Rational-Expectations Equilibrium*

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Improved Access to Foreign Markets Raises Plant-Level Productivity… for Some Plants*

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Evaluating Public Programs With Close Substitutes: The Case of Head Start

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Rules With Discretion and Local Information*

Quarterly Journal of Economics

English

Optimal Tax Progressivity: An Analytical Framework*

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Thinking, Fast and Slow? Some Field Experiments to Reduce Crime and Dropout in Chicago

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Earnings Determination and Taxes: Evidence From a Cohort-Based Payroll Tax Reform in Greece

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A Dynamic Theory of Resource Wars

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Generating Skilled Self-Employment in Developing Countries: Experimental Evidence From Uganda

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Ideological Segregation Online and Offline *

Quarterly Journal of Economics

English