David Harris : Citation Profile

Are you David Harris?

University of Melbourne

10

H index

10

i10 index

307

Citations

RESEARCH PRODUCTION:

15

Articles

8

Papers

2

Books

RESEARCH ACTIVITY:

   18 years (1995 - 2013). See details.
   Cites by year: 17
   Journals where David Harris has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 2 (0.65 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pha788
   Updated: 2022-05-21    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)

Taylor, Robert (15)

Harvey, David (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)

Shiller, Robert (3)

Campbell, John (3)

Phillips, Peter (3)

Brown, Donald (3)

Tourky, Rabee (2)

Wohar, Mark (2)

Baxter, Marianne (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.

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2021Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2021Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing. In: Papers. RePEc:arx:papers:2103.14626.

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2021Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089.

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2021The predictive distributions of thinning?based count processes. (2021). Lu, Yang. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:48:y:2021:i:1:p:42-67.

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2020A threshold mixed count time series model: estimation and application. (2020). Tremayne, Andrew ; Tang, Chrismin ; Andrew, Tremayne ; Chrismin, Tang ; Vance, Martin ; Mardi, Dungey . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:18:n:7.

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2021Estimation of Common Factors for Microstructure Noise and Efficient Price in a High-frequency Dual Factor Model. (2021). Linton, O ; Chen, J ; Li, Y-N., . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2150.

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

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2021Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression. (2021). Zhang, Yunyi ; Polito, Vito. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9395.

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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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2022Testing for no cointegration in vector autoregressions with estimated degree of fractional integration. (2022). Demetrescu, Matei ; Salish, Nazarii ; Kusin, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321002832.

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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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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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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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2021Spurious relationships in high-dimensional systems with strong or mild persistence. (2021). Gonzalo, Jesus ; Pitarakis, Jean-Yves. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1480-1497.

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2021Modelling non-stationary ‘Big Data’. (2021). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: International Journal of Forecasting. RePEc:eee:intfor:v:37:y:2021:i:4:p:1556-1575.

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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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2022The role of innovation in sustainable growth: A dynamic panel study on micro and macro levels 1990–2019. (2022). Porada-Rochon, Magorzata ; Skare, Marinko. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:175:y:2022:i:c:s004016252100768x.

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2021Revisiting Banking Stability Using a New Panel Cointegration Test. (2021). Ghassan, Hassan ; Boulanouar, Zakaria. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:9:y:2021:i:2:p:21-:d:531614.

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2021.

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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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2021The Nexus Of Foreign Reserves, Exchange Rate And Inflation: Recent Empirical Evidence From Sri Lanka. (2021). Cooray, N S ; Ariyasinghe, Ayesh. In: South Asia Economic Journal. RePEc:sae:soueco:v:22:y:2021:i:1:p:29-72.

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2021The effects of shocks on Turkish tourism demand: Evidence using panel unit root test. (2021). Ampountolas, Apostolos ; Saglam, Yagmur. In: Tourism Economics. RePEc:sae:toueco:v:27:y:2021:i:4:p:859-866.

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2022Markov Switching-Vector AutoRegression Model Analysis of the Economic and Growth Cycles in Tunisia and Its Main European Partners. (2022). Helali, Kamel. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-021-00740-x.

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2021What can SVAR models tell us about the impact of Public Expenditure Shocks on macroeconomic variables in algeria? A Slight Hint to the COVID-19 Pandemic. (2021). Chellai, Fatih. In: Folia Oeconomica Stetinensia. RePEc:vrs:foeste:v:21:y:2021:i:2:p:21-37:n:1.

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2022Modeling time varying risk of natural resource assets: Implications of climate change. (2022). Leroux, Anke ; st John, Kathryn A ; Martin, Vance L. In: Quantitative Economics. RePEc:wly:quante:v:13:y:2022:i:1:p:225-257.

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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.
[Full Text][Citation analysis]		article59
2011Mostly Harmless Econometrics: An Empiricist’s Companion In: The Economic Record.
[Full Text][Citation analysis]		article0
2011Efficient probabilistic forecasts for counts In: Journal of the Royal Statistical Society Series B.
[Citation analysis]		article19
2013Econometric Modelling with Time Series In: Cambridge Books.
[Citation analysis]		book17
2013Econometric Modelling with Time Series.(2013) In: Cambridge Books.
[Citation analysis]
This paper has another version. Agregated cites: 17		book
1997Principal Components Analysis of Cointegrated Time Series In: Econometric Theory.
[Full Text][Citation analysis]		article42
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: 42		paper
2003SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE In: Econometric Theory.
[Full Text][Citation analysis]		article25
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]		article8
2008TESTING FOR LONG MEMORY In: Econometric Theory.
[Full Text][Citation analysis]		article15
2009TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND In: Econometric Theory.
[Full Text][Citation analysis]		article43
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: 43		paper
2009HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT In: Econometric Theory.
[Full Text][Citation analysis]		article17
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.
[Full Text][Citation analysis]		article16
2007Riesz estimators In: Journal of Econometrics.
[Full Text][Citation analysis]		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]		article5
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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