David Harris : Citation Profile


Are you David Harris?

University of Melbourne

10

H index

10

i10 index

285

Citations

RESEARCH PRODUCTION:

15

Articles

8

Papers

2

Books

RESEARCH ACTIVITY:

   18 years (1995 - 2013). See details.
   Cites by year: 15
   Journals where David Harris has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 2 (0.7 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha788
   Updated: 2021-04-17    RAS profile: 2015-12-19    
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Relations with other researchers


Works with:

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

Is cited by:

Hadri, Kaddour (17)

Leybourne, Stephen (17)

Harvey, David (15)

Taylor, Robert (15)

Kurozumi, Eiji (13)

Carrion-i-Silvestre, Josep (10)

Tzavalis, Elias (9)

lucey, brian (9)

Basher, Syed (8)

Karavias, Yiannis (8)

Westerlund, Joakim (7)

Cites to:

Hansen, Bruce (6)

Leybourne, Stephen (5)

McCabe, Brendan (5)

Canova, Fabio (4)

Phillips, Peter (3)

Shiller, Robert (3)

Brown, Donald (3)

Campbell, John (3)

Cheung, Yin-Wong (2)

Andrews, Donald (2)

Shannon, Chris (2)

Main data


Where David Harris has published?


Journals with more than one article published# docs
Econometric Theory8
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics3
Econometrics / University Library of Munich, Germany2

Recent works citing David Harris (2021 and 2020)


YearTitle of citing document
2020Generalized Poisson Difference Autoregressive Processes. (2020). Casarin, Roberto ; Robert, Christian P ; Carallo, Giulia. In: Papers. RePEc:arx:papers:2002.04470.

Full description at Econpapers || Download paper

2020Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

Full description at Econpapers || Download paper

2020Nonlinear Business Cycle and Optimal Policy: A VSTAR Perspective. (2020). Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8060.

Full description at Econpapers || Download paper

2020Gaussian Rank Correlation and Regression. (2020). Sentana, Enrique ; Amengual, Dante ; Tian, Zhanyuan. In: Working Papers. RePEc:cmf:wpaper:wp2020_2004.

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2020Spurious relationships in high dimensional systems with strong or mild persistence. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31553.

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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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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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2020Analysis of economic growth fluctuations based on EEMD and causal decomposition. (2020). Shang, Pengjian ; Peng, Chung-Kang ; Yang, Albert C ; Mao, Xuegeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:553:y:2020:i:c:s037843712030323x.

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2020UNCERTAINTY AND THE EFFECTIVENESS OF FISCAL POLICY IN THE UNITED STATES AND BRAZIL: SVAR APPROACH. (2020). de Sa, Eduardo. In: Working Papers REM. RePEc:ise:remwps:wp01502020.

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2020Modelling Non-stationary Big Data. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen . In: Economics Series Working Papers. RePEc:oxf:wpaper:905.

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2020Efficient Markets Hypothesis in Canada:‎ a comparative study between Islamic and Conventional stock markets ‎. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:103175.

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2020Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:99658.

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2020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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Works by David Harris:


YearTitleTypeCited
2005Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence In: Journal of Business & Economic Statistics.
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article55
2011Mostly Harmless Econometrics: An Empiricist’s Companion In: The Economic Record.
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article0
2011Efficient probabilistic forecasts for counts In: Journal of the Royal Statistical Society Series B.
[Citation analysis]
article17
2013Econometric Modelling with Time Series In: Cambridge Books.
[Citation analysis]
book13
2013Econometric Modelling with Time Series.(2013) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 13
book
1997Principal Components Analysis of Cointegrated Time Series In: Econometric Theory.
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article37
1996Principal Components Analysis of Cointegrated Time Series..(1996) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 37
paper
2003SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE In: Econometric Theory.
[Full Text][Citation analysis]
article23
2006A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]
article3
2007MODIFIED KPSS TESTS FOR NEAR INTEGRATION In: Econometric Theory.
[Full Text][Citation analysis]
article7
2008TESTING FOR LONG MEMORY In: Econometric Theory.
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article14
2009TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND In: Econometric Theory.
[Full Text][Citation analysis]
article42
2007Testing for a unit root in the presence of a possible break in trend.(2007) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42
paper
2009HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT In: Econometric Theory.
[Full Text][Citation analysis]
article16
2010LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS In: Econometric Theory.
[Full Text][Citation analysis]
article15
2008Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2004Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion In: Econometrics Journal.
[Full Text][Citation analysis]
article4
2002Stochastic cointegration: estimation and inference In: Journal of Econometrics.
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article16
2007Riesz estimators In: Journal of Econometrics.
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article0
2004Riesz Estimators..(2004) In: Purdue University Economics Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2003The relative impact of the US and Japanese business cycles on the Australian economy In: Japan and the World Economy.
[Full Text][Citation analysis]
article4
1995The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors. In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
paper4
2009Optimal Probabilistic Forecasts for Counts In: Monash Econometrics and Business Statistics Working Papers.
[Full Text][Citation analysis]
paper3
2003Panel Stationarity Tests with Cross-sectional Dependence In: Econometrics.
[Full Text][Citation analysis]
paper6
2003Testing for Stochastic Cointegration and Evidence for Present Value Models In: Econometrics.
[Full Text][Citation analysis]
paper6

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