David I. Harvey : Citation Profile


Are you David I. Harvey?

University of Nottingham

20

H index

33

i10 index

2360

Citations

RESEARCH PRODUCTION:

69

Articles

36

Papers

RESEARCH ACTIVITY:

   23 years (1997 - 2020). See details.
   Cites by year: 102
   Journals where David I. Harvey has often published
   Relations with other researchers
   Recent citing documents: 261.    Total self citations: 49 (2.03 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha1238
   Updated: 2021-11-28    RAS profile: 2020-04-22    
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Relations with other researchers


Works with:

Leybourne, Stephen (17)

Taylor, Robert (7)

Whitehouse, Emily (4)

Zu, Yang (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with David I. Harvey.

Is cited by:

GUPTA, RANGAN (62)

Skrobotov, Anton (41)

Clark, Todd (32)

Perron, Pierre (30)

Wohar, Mark (27)

Franses, Philip Hans (23)

Ghoshray, Atanu (23)

Clements, Michael (22)

Gil-Alana, Luis (21)

van Dijk, Dick (20)

Balcilar, Mehmet (19)

Cites to:

Perron, Pierre (107)

Leybourne, Stephen (73)

Taylor, Robert (67)

Vogelsang, Timothy (46)

Stock, James (39)

Phillips, Peter (36)

Elliott, Graham (32)

Andrews, Donald (27)

Watson, Mark (17)

Cavaliere, Giuseppe (17)

Yabu, Tomoyoshi (14)

Main data


Where David I. Harvey has published?


Journals with more than one article published# docs
Journal of Econometrics9
Econometric Theory7
Journal of Time Series Analysis7
Oxford Bulletin of Economics and Statistics6
Economics Letters5
International Journal of Forecasting5
Econometrics Journal4
Econometric Reviews3
Studies in Nonlinear Dynamics & Econometrics3
Journal of Empirical Finance3
Applied Economics2
Economic Modelling2
Computational Statistics & Data Analysis2
Journal of Applied Econometrics2

Recent works citing David I. Harvey (2021 and 2020)


YearTitle of citing document
2021Economic vulnerability is state dependent. (2021). Vallarino, Pierluigi ; Luati, Alessandra ; Catania, Leopoldo. In: CREATES Research Papers. RePEc:aah:create:2021-09.

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2021Are coffee farmers worse off in the long run?. (2021). Ghoshray, Atanu. In: 94th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid). RePEc:ags:aesc21:311084.

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2021“Detecting multiple level shifts in bounded time series”. (2021). Carrion-i-Silvestre, Josep ; Gadea, Maria Dolores. In: AQR Working Papers. RePEc:aqr:wpaper:202106.

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2020Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction. (2019). Mogliani, Matteo. In: Papers. RePEc:arx:papers:1903.08025.

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2020Forecast Encompassing Tests for the Expected Shortfall. (2019). Schnaitmann, Julie ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:1908.04569.

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2020Forecasting the Intra-Day Spread Densities of Electricity Prices. (2020). Bunn, Derek ; Abramova, Ekaterina. In: Papers. RePEc:arx:papers:2002.10566.

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2020Unit Root Testing with Slowly Varying Trends. (2020). Otto, Sven. In: Papers. RePEc:arx:papers:2003.04066.

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2020A Model of the Feds View on Inflation. (2020). Pellegrino, Filippo ; Hasenzagl, Thomas ; Ricco, Giovanni ; Reichlin, Lucrezia. In: Papers. RePEc:arx:papers:2006.14110.

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2021Cointegration in large VARs. (2020). Gorin, Vadim ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2006.14179.

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2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

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2020The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data. (2020). , Weinan ; Huang, Guanhua ; Pang, Yue ; Yang, Yucheng. In: Papers. RePEc:arx:papers:2010.05172.

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2021Machine Learning Advances for Time Series Forecasting. (2020). Mendes, Eduardo F ; Medeiros, Marcelo C ; Masini, Ricardo P. In: Papers. RePEc:arx:papers:2012.12802.

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2021Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility. (2020). Skrobotov, Anton ; Tsarev, Alexey ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2012.13937.

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2021Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks. (2021). Dia, Khadim ; Traore, Fousseini ; Ly, Racine. In: Papers. RePEc:arx:papers:2101.03087.

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2021Changepoint detection in random coefficient autoregressive models. (2021). Horvath, Lajos ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2104.13440.

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2021On the asymptotic behavior of bubble date estimators. (2021). Skrobotov, Anton ; Kurozumi, Eiji. In: Papers. RePEc:arx:papers:2110.04500.

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2021Is the Stock Market Efficient? Evidence from Nonlinear Unit Root Tests for Nigeria. (2021). Lawal, Adedoyin Isola ; Ojeka-John, Rachael ; Lawal-Adedoyin, Bukola ; Asaleye, Abiola John ; Oseni, Ezekiel. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2021:p:384-395.

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2020Forecast Comparison of the Term Structure of Interest Rates of Mexico for Different Specifications of the Affine Model. (2020). Lelo-De, Alejandra. In: Working Papers. RePEc:bdm:wpaper:2020-01.

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2020Use of Machine Learning Methods to Forecast Investment in Russia. (2020). Gareev, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:1:p:35-56.

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2021Is the ex?ante equity risk premium always positive? Evidence from a new conditional expectations model. (2021). faff, robert ; Hoang, Khoa. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:1:p:95-124.

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2021Do outliers matter? The predictive ability of average skewness on market returns using robust skewness measures. (2021). Yan, WU ; Shi, Jing ; Liao, Yin ; Han, Jianlei ; Bo, Xu Chong. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:3:p:3977-4006.

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2020A forecast evaluation of the Riksbanks policy‐rate projections. (2020). Nordstrom, Martin. In: Economic Notes. RePEc:bla:ecnote:v:49:y:2020:i:3:n:e12167.

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2020Estimating portfolio risk for tail risk protection strategies. (2020). Lohre, Harald ; Happersberger, David ; Nolte, Ingmar. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:4:p:1107-1146.

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2020Bootstrap procedures for detecting multiple persistence shifts in heteroskedastic time series. (2020). Perron, Pierre ; Yu, Xuewen ; Kejriwal, Mohitosh. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:5:p:676-690.

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2020Characterizing Monetary and Fiscal Policy Rules and Interactions when Commodity Prices Matter. (2020). Middleditch, Paul ; Chuku, Chuku. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:3:p:373-404.

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2020A Robust Sequential Procedure for Estimating the Number of Structural Changes in Persistence. (2020). Kejriwal, Mohitosh. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:669-685.

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2021Forecasting UK inflation bottom up. (2021). Potjagailo, Galina ; Kapetanios, George ; Kalamara, Eleni ; Joseph, Andreas. In: Bank of England working papers. RePEc:boe:boeewp:0915.

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2020Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise. (2020). Yabu, Tomoyoshi ; Shintani, Mototsugu ; Perron, Pierre ; Shintaniz, Mototsugu. In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2020-012.

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2020The role of the threshold effect for the dynamics of futures and spot prices of energy commodities. (2020). Uddin, Gazi ; Rubaszek, Michał ; Marek, Kwas ; Zuzanna, Karolak. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:20:n:1.

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2020Tracking and Predicting the German Economy: ifo vs. PMI. (2020). Reif, Magnus ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8145.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Econometric Foundations of the Great Ratios of Economics. (2020). Harding, Don. In: Centre of Policy Studies/IMPACT Centre Working Papers. RePEc:cop:wpaper:g-300.

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2021Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017.

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2020Anything but gold. The golden constant revisited. (2020). Carpantier, Jean-François. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2020036.

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2020Diagnosing Housing Fever with an Econometric Thermometer. (2020). Phillips, Peter ; Shi, Shuping. In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2248.

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2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy. (2020). Charles, Amelie ; Darne, Olivier. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00680.

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2020Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area. (2020). Sokol, Andrej ; Chalmoviansk, Jakub ; Porqueddu, Mario. In: Working Paper Series. RePEc:ecb:ecbwps:20202501.

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202150 years of capital mobility in the Eurozone: breaking the Feldstein-Horioka Puzzle. (2021). Muoz, Alejandro ; Camarero, Mariam ; Tamarit, Cecilio. In: Working Papers. RePEc:eec:wpaper:2102.

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2020Forecasting tourism demand with multisource big data. (2020). Li, Gang ; Hu, Mingming. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320300566.

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2020Forecasting international tourism demand: a local spatiotemporal model. (2020). Li, Jason ; Jiao, Xiaoying. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320300815.

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2021Predictivity of tourism demand data. (2021). Law, Rob ; Vu, Huyquan ; Muskat, Birgit ; Li, Gang ; Zhang, Yishuo. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001122.

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2021Forecasting air passenger numbers with a GVAR model. (2021). Zekan, Bozana ; Gunter, Ulrich. In: Annals of Tourism Research. RePEc:eee:anture:v:89:y:2021:i:c:s0160738321001304.

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2020Performance of alternative electricity price forecasting methods: Findings from the Greek and Hungarian power exchanges. (2020). Verbič, Miroslav ; Zori, Jelena ; Haluan, Marko. In: Applied Energy. RePEc:eee:appene:v:277:y:2020:i:c:s0306261920311089.

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2021U.S. stock prices and the dot.com-bubble: Can dividend policy rescue the efficient market hypothesis?. (2021). Wegener, Christoph ; Vigne, Samuel A ; Klein, Tony ; Basse, Tobias. In: Journal of Corporate Finance. RePEc:eee:corfin:v:67:y:2021:i:c:s0929119921000122.

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2020Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393.

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2020A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China. (2020). Lv, Dayong ; Zhou, Yaping ; Wang, Zilin ; Ruan, Qingsong. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:47-58.

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2020The Tobit cointegrated vector autoregressive model: An application to the currency market. (2020). Welfe, Aleksander ; Grabowski, Wojciech. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:88-100.

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2020Smoothing and forecasting mixed-frequency time series with vector exponential smoothing models. (2020). Seong, Byeongchan . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:463-468.

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2020TFP growth in Chinese cities: The role of factor-intensity and industrial agglomeration. (2020). Wang, Jun-Sheng ; Wen, Jun ; Zhang, Wan-Li ; Wei, Wei. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:534-549.

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2020Economic forecasting with evolved confidence indicators. (2020). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:576-585.

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2021Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788.

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2021Forecasting imports with information from abroad. (2021). Lehmann, Robert ; Grimme, Christian ; Noeller, Marvin. In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:109-117.

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2021Facing up to the polysemy of purchasing power parity: New international evidence. (2021). Chen, Shyh-Wei ; Xie, Zixiong ; Hsieh, Chun-Kuei . In: Economic Modelling. RePEc:eee:ecmode:v:98:y:2021:i:c:p:247-265.

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2020Are unemployment rates in OECD countries stationary? Evidence from univariate and panel unit root tests. (2020). Shahbaz, Muhammad ; Khraief, Naceur ; Heshmati, Almas ; Azam, Muhammad. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818301050.

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2020Investigating properties of commodity price responses to real and nominal shocks. (2020). Kim, Hyeongwoo ; Zhang, Yunxiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818305151.

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2020Stock prices, dividends, and structural changes in the long-term: The case of U.S.. (2020). Prats, María ; Navarro-Ibáñez, Manuel ; Navarro-Ibaez, Manuel ; Esteve, Vicente. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819302633.

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2020A robust test for predictability with unknown persistence. (2020). Yao, Shuang ; Liu, Guannan. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300483.

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2020Response surface estimates of the LM unit root tests. (2020). Lee, Junsoo ; Nazlioglu, Saban. In: Economics Letters. RePEc:eee:ecolet:v:192:y:2020:i:c:s0165176520301099.

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2020Time-varying cointegration with an application to the UK Great Ratios. (2020). Price, Simon ; Petrova, Katerina ; Millard, Stephen ; Kapetanios, George. In: Economics Letters. RePEc:eee:ecolet:v:193:y:2020:i:c:s0165176520301543.

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2020Adaptive estimation of AR? models with time-varying variances. (2020). Wu, Jilin ; Zhang, Erhua. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520304018.

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2021Recursive adjusted unit root tests under non-stationary volatility. (2021). Wen, Kuangyu ; Li, Yanglin ; Wang, Shaoping. In: Economics Letters. RePEc:eee:ecolet:v:205:y:2021:i:c:s0165176521002184.

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2020Inference related to common breaks in a multivariate system with joined segmented trends with applications to global and hemispheric temperatures. (2020). Perron, Pierre ; Kim, Dukpa ; Estrada, Francisco ; Oka, Tatsushi. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:130-152.

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2020Trends in distributional characteristics: Existence of global warming. (2020). Gonzalo, Jesus ; Gadea, Maria Dolores. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:153-174.

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2020Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis. (2020). Teräsvirta, Timo ; Holt, Matthew ; Terasvirta, Timo. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:198-215.

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2020Long-term forecasting of El Niño events via dynamic factor simulations. (2020). Li, Mengheng ; Petrova, Desislava ; Lit, Rutger ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:214:y:2020:i:1:p:46-66.

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2020Point optimal testing with roots that are functionally local to unity. (2020). , Peter ; PEter, ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:231-259.

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2020Testing for a trend with persistent errors. (2020). Elliott, Graham. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:314-328.

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2020Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem. (2020). Taylor, Robert ; Robert, A M ; Kew, Hsein ; Harris, David. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:354-388.

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2021Estimating multiple breaks in nonstationary autoregressive models. (2021). CHONG, Terence Tai Leung ; Du, Lingjie ; Pang, Tianxiao. In: Journal of Econometrics. RePEc:eee:econom:v:221:y:2021:i:1:p:277-311.

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2021Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Mogliani, Matteo ; Simoni, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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2021Bootstrapping non-stationary stochastic volatility. (2021). Rahbek, Anders ; Cavaliere, Giuseppe ; Georgiev, Iliyan ; Boswijk, Peter H. In: Journal of Econometrics. RePEc:eee:econom:v:224:y:2021:i:1:p:161-180.

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2021A Note on Adaptive Group Lasso for Structural Break Time Series. (2021). Schweikert, Karsten ; Behrendt, Simon. In: Econometrics and Statistics. RePEc:eee:ecosta:v:17:y:2021:i:c:p:156-172.

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2021Forecasting Swiss exports using Bayesian forecast reconciliation. (2021). Hyndman, Rob ; Eckert, Florian ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:291:y:2021:i:2:p:693-710.

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2020Testing for explosive bubbles in the presence of autocorrelated innovations. (2020). Montes, Erik Christian ; Pedersen, Thomas Quistgaard . In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:207-225.

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2020Date-stamping multiple bubble regimes. (2020). Whitehouse, Emily ; Leybourne, Stephen J ; Harvey, David I. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:226-246.

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2020Mild explosivity in recent crude oil prices. (2020). Paraskevopoulos, Ioannis ; McCrorie, Roderick J ; Figuerola-Ferretti, Isabel. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988319301471.

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2020Stationarity properties of per capita CO2 emissions in the OECD in the very long-run: A replication and extension analysis. (2020). Smyth, Russell ; Inekwe, John ; Ivanovski, Kris ; Churchill, Sefa Awaworyi. In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320302085.

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2020Commodity price pass-through and inflation regimes. (2020). Lan, Hao ; Abbas, Syed. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303170.

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2021Biodiesel hedging under binding renewable fuel standard mandates. (2021). Garcia, Philip ; Irwin, Scott H. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000657.

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2021Forecasting crude oil prices: A scaled PCA approach. (2021). Wang, Yudong ; Wen, Danyan ; Zhang, Yaojie ; He, Mengxi. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321000943.

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2021Short-term wind speed time series forecasting based on a hybrid method with multiple objective optimization for non-convex target. (2021). Fu, Tonglin ; Xiao, Ling ; Wang, Jing ; Dong, Yunxuan. In: Energy. RePEc:eee:energy:v:215:y:2021:i:pb:s0360544220322878.

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2021A hybrid multi-objective optimizer-based model for daily electricity demand prediction considering COVID-19. (2021). Ma, Xin ; Lu, Hongfang. In: Energy. RePEc:eee:energy:v:219:y:2021:i:c:s036054422032675x.

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2020Commodity prices and GDP growth. (2020). Tang, KE ; Ge, Yiqing. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301563.

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2020Crude oil price volatility and equity return predictability: A comparative out-of-sample study. (2020). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301654.

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2021Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Raheem, Ibrahim. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000090.

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2020Time-varying risk aversion and the predictability of bond premia. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Epni, Oguzhan. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612319301217.

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2020Forecasting realized gold volatility: Is there a role of geopolitical risks?. (2020). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas, Konstantinos. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s154461231930529x.

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2021When does the stock market recover from a crisis?. (2021). Zhao, Qing ; Wang, Shaoping ; Li, Yanglin. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612319314448.

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2021A note on investor happiness and the predictability of realized volatility of gold. (2021). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos ; Bonato, Matteo. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303524.

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2021Stock return predictability over four centuries: The role of commodity returns. (2021). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: Finance Research Letters. RePEc:eee:finlet:v:40:y:2021:i:c:s1544612320307947.

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2020The role of an aligned investor sentiment index in predicting bond risk premia of the U.S. (2020). GUPTA, RANGAN ; Epni, Ouzhan ; Wohar, Mark E ; Guney, Ethem I. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300100.

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2021Cash conversion cycle and aggregate stock returns. (2021). Lin, XI. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s138641812030029x.

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2021Predicting stock returns with implied cost of capital: A partial least squares approach. (2021). Peng, Xiaowen ; Huang, Ronghong ; Cannavan, Damien ; Hoang, Khoa. In: Journal of Financial Markets. RePEc:eee:finmar:v:53:y:2021:i:c:s1386418120300458.

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2020Forecasting inflation with online prices. (2020). Bertolotto, Manuel I ; Aparicio, Diego. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:232-247.

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2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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2020Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. (2020). Yang, Lin ; Liu, Jing ; Ma, Feng ; Wang, LU. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:684-694.

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2020An information-theoretic approach for forecasting interval-valued SP500 daily returns. (2020). Golan, Amos ; Ullah, Aman ; Amanullah, ; Tuang, T S. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:800-813.

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2021On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation. (2021). Kunst, Robert ; Costantini, Mauro. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:445-460.

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2021Multivariate volatility forecasts for stock market indices. (2021). Croux, Christophe ; Rombouts, Jeroen ; Wilms, Ines. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:484-499.

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2021Forecast encompassing tests for the expected shortfall. (2021). Schnaitmann, Julie ; Dimitriadis, Timo. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:2:p:604-621.

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2021Does judgment improve macroeconomic density forecasts?. (2021). Mitchell, James ; Garratt, Anthony ; Galvo, Ana Beatriz. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:3:p:1247-1260.

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More than 100 citations found, this list is not complete...

Works by David I. Harvey:


YearTitleTypeCited
2008Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility In: CREATES Research Papers.
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2011TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY.(2011) In: Econometric Theory.
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2009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility.(2009) In: Discussion Papers.
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2006Forecast Encompassing Tests and Probability Forecasts In: Economic Research Papers.
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2010Forecast encompassing tests and probability forecasts.(2010) In: Journal of Applied Econometrics.
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2006Forecast Encompassing Tests and Probability Forecasts.(2006) In: The Warwick Economics Research Paper Series (TWERPS).
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2012Trends and Cycles in Real Commodity Prices: 1650-2010 In: CEH Discussion Papers.
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1998Tests for Forecast Encompassing. In: Journal of Business & Economic Statistics.
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2005On Robust Trend Function Hypothesis Testing In: Discussion Papers.
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2006On Robust Trend Function Hypothesis Testing.(2006) In: Studies in Nonlinear Dynamics & Econometrics.
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article
2009Report of the Editor?in?Chief In: Journal of Agricultural Economics.
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2003A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS In: Journal of Time Series Analysis.
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2006Power of a Unit?Root Test and the Initial Condition In: Journal of Time Series Analysis.
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article10
2010The impact of the initial condition on robust tests for a linear trend In: Journal of Time Series Analysis.
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2009The impact of the initial condition on robust tests for a linear trend.(2009) In: Discussion Papers.
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2010Testing for nonlinear deterministic components when the order of integration is unknown In: Journal of Time Series Analysis.
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2013A bootstrap test for additive outliers in non-stationary time series In: Journal of Time Series Analysis.
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article1
2015Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics In: Journal of Time Series Analysis.
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article3
2018Real?Time Monitoring for Explosive Financial Bubbles In: Journal of Time Series Analysis.
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2004Tests for a Break in Level when the Order of Integration is Unknown In: Oxford Bulletin of Economics and Statistics.
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2004Tests for Stationarity in Series with Endogenously Determined Structural Change In: Oxford Bulletin of Economics and Statistics.
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2005Forecast Encompassing and Parameter Estimation* In: Oxford Bulletin of Economics and Statistics.
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article6
2014Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date In: Oxford Bulletin of Economics and Statistics.
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2014Break Date Estimation for Models with Deterministic Structural Change In: Oxford Bulletin of Economics and Statistics.
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article2
2013Break date estimation for models with deterministic structural change.(2013) In: Discussion Papers.
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2015Robust and Powerful Tests for Nonlinear Deterministic Components In: Oxford Bulletin of Economics and Statistics.
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article8
2017The Impact of the Initial Condition on Covariate Augmented Unit Root Tests In: Journal of Time Series Econometrics.
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2016The impact of the initial condition on covariate augmented unit root tests.(2016) In: Discussion Papers.
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2008A Powerful Test for Linearity When the Order of Integration is Unknown In: Studies in Nonlinear Dynamics & Econometrics.
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2007A powerful test for linearity when the order of integration is unknown.(2007) In: Discussion Papers.
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2007A powerful test for linearity when the order of integration is unknown.(2007) In: Discussion Papers.
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2018Testing for a unit root against ESTAR stationarity In: Studies in Nonlinear Dynamics & Econometrics.
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2017Testing for a unit root against ESTAR stationarity.(2017) In: Discussion Papers.
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2009UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION In: Econometric Theory.
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2007Unit root testing in practice: dealing with uncertainty over the trend and initial condition.(2007) In: Discussion Papers.
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2009REJOINDER In: Econometric Theory.
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2009SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS In: Econometric Theory.
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2006Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis*.(2006) In: Discussion Papers.
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2009TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND In: Econometric Theory.
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2007Testing for a unit root in the presence of a possible break in trend.(2007) In: Discussion Papers.
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2010LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS In: Econometric Theory.
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article15
2008Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations.(2008) In: Discussion Papers.
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2020SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY In: Econometric Theory.
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2004Modified Tests for a Change in Persistence In: Econometric Society 2004 Australasian Meetings.
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2006Modified tests for a change in persistence.(2006) In: Journal of Econometrics.
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2007Testing for time series linearity In: Econometrics Journal.
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2008Seasonal unit root tests and the role of initial conditions In: Econometrics Journal.
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2008Seasonal unit root tests and the role of initial conditions.(2008) In: Discussion Papers.
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2001Analysis of a panel of UK macroeconomic forecasts In: Econometrics Journal.
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2005On testing for unit roots and the initial observation In: Econometrics Journal.
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2006Sample size, lag order and critical values of seasonal unit root tests In: Computational Statistics & Data Analysis.
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2014On infimum Dickey–Fuller unit root tests allowing for a trend break under the null In: Computational Statistics & Data Analysis.
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2002Common features in UK sectoral output In: Economic Modelling.
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2005Corrigendum to Common features in UK sectoral output: [Economic Modelling 19 (2002) 91-104] In: Economic Modelling.
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2011Exchange rate regime verification: An alternative method of testing for regime changes In: Economics Letters.
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2012An infimum coefficient unit root test allowing for an unknown break in trend In: Economics Letters.
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2014Asymptotic behaviour of tests for a unit root against an explosive alternative In: Economics Letters.
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article4
2016Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown In: Economics Letters.
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2002Seasonal unit root tests with seasonal mean shifts In: Economics Letters.
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article23
2007A simple, robust and powerful test of the trend hypothesis In: Journal of Econometrics.
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2006A simple, robust and powerful test of the trend hypothesis.(2006) In: Discussion Papers.
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2008Erratum to A simple, robust and powerful test of the trend hypothesis [Journal of Econometrics 141(2) (2007) 1302-1330] In: Journal of Econometrics.
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2010Robust methods for detecting multiple level breaks in autocorrelated time series In: Journal of Econometrics.
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2010Robust methods for detecting multiple level breaks in autocorrelated time series.(2010) In: Discussion Papers.
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2011Robust methods for detecting multiple level breaks in autocorrelated time series.(2011) In: Discussion Papers.
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2012Unit root testing under a local break in trend In: Journal of Econometrics.
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2010Unit root testing under a local break in trend.(2010) In: Discussion Papers.
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2011Unit root testing under a local break in trend.(2011) In: Discussion Papers.
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2012Testing for unit roots in the presence of uncertainty over both the trend and initial condition In: Journal of Econometrics.
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2008Testing for unit roots in the presence of uncertainty over both the trend and initial condition.(2008) In: Discussion Papers.
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2013Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics In: Journal of Econometrics.
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2015Confidence sets for the date of a break in level and trend when the order of integration is unknown In: Journal of Econometrics.
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2014Confidence sets for the date of a break in level and trend when the order of integration is unknown.(2014) In: Discussion Papers.
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2018Testing for parameter instability in predictive regression models In: Journal of Econometrics.
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2014Robust tests for a linear trend with an application to equity indices In: Journal of Empirical Finance.
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2016Tests for explosive financial bubbles in the presence of non-stationary volatility In: Journal of Empirical Finance.
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2017Improving the accuracy of asset price bubble start and end date estimators In: Journal of Empirical Finance.
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1997Testing the equality of prediction mean squared errors In: International Journal of Forecasting.
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2003The non-normality of some macroeconomic forecast errors In: International Journal of Forecasting.
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2011Combining probability forecasts In: International Journal of Forecasting.
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2011Combining probability forecasts.(2011) In: International Journal of Forecasting.
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2017Forecast evaluation tests and negative long-run variance estimates in small samples In: International Journal of Forecasting.
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2017Forecast evaluation tests and negative long-run variance estimates in small samples.(2017) In: Discussion Papers.
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2017Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day In: World Development.
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2018Detecting Regimes of Predictability in the U.S. Equity Premium In: Essex Finance Centre Working Papers.
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2000Tests for multiple forecast encompassing In: Journal of Applied Econometrics.
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article47
2003Modelling trends in central England temperatures In: Journal of Forecasting.
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2008Panel root tests and the impact of initial observations In: Discussion Papers.
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2007Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] In: Discussion Papers.
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2008Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices In: Discussion Papers.
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2011Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices.(2011) In: Econometric Reviews.
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2009Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] In: Discussion Papers.
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2009Testing for nonlinear trends when the order of integration is unknown In: Discussion Papers.
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2016Tests for an end-of-sample bubble in financial time series In: Discussion Papers.
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2017Tests for an end-of-sample bubble in financial time series.(2017) In: Econometric Reviews.
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2017A bootstrap stationarity test for predictive regression invalidity In: Discussion Papers.
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2019A Bootstrap Stationarity Test for Predictive Regression Invalidity.(2019) In: Journal of Business & Economic Statistics.
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2018Testing explosive bubbles with time-varying volatility In: Discussion Papers.
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2019Testing explosive bubbles with time-varying volatility.(2019) In: Econometric Reviews.
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2015Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble In: Journal of Financial Econometrics.
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2003How great are the great ratios? In: Applied Economics.
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2005Evidence for common features in G7 macroeconomic time series In: Applied Economics.
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2002Unit roots and double smooth transitions In: Journal of Applied Statistics.
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2010The Prebisch-Singer Hypothesis: Four Centuries of Evidence In: The Review of Economics and Statistics.
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2003On Unit Root Tests and the Initial Observation In: Econometrics.
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