10
H index
10
i10 index
285
Citations
David Harris : Citation Profile
University of Melbourne | RESEARCH PRODUCTION: 15 Articles 8 Papers 2 Books RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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18 years (1995 - 2013). 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:
| Cites to:
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Main data
Where David Harris has published?
| Journals with more than one article published | # docs |
|---|---|
| Econometric Theory | 8 |
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics | 3 |
| Econometrics / University Library of Munich, Germany | 2 |
Recent works citing David Harris (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Generalized 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 |
| 2020 | Functional 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 |
| 2020 | Nonlinear 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 |
| 2020 | Gaussian Rank Correlation and Regression. (2020). Sentana, Enrique ; Amengual, Dante ; Tian, Zhanyuan. In: Working Papers. RePEc:cmf:wpaper:wp2020_2004. Full description at Econpapers || Download paper |
| 2020 | Spurious 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. Full description at Econpapers || Download paper |
| 2020 | Are 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. Full description at Econpapers || Download paper |
| 2020 | Level 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. Full description at Econpapers || Download paper |
| 2020 | Analysis 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. Full description at Econpapers || Download paper |
| 2020 | UNCERTAINTY 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. Full description at Econpapers || Download paper |
| 2020 | Modelling Non-stationary Big Data. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen . In: Economics Series Working Papers. RePEc:oxf:wpaper:905. Full description at Econpapers || Download paper |
| 2020 | Efficient Markets Hypothesis in Canada:‎ a comparative study between Islamic and Conventional stock markets ‎. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:103175. Full description at Econpapers || Download paper |
| 2020 | Multivariate GARCH Approaches: case of major sectorial Tunisian stock markets. (2020). Neifar, Malika. In: MPRA Paper. RePEc:pra:mprapa:99658. Full description at Econpapers || Download paper |
| 2020 | Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396. Full description at Econpapers || Download paper |
Works by David Harris:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 55 |
| 2011 | Mostly Harmless Econometrics: An Empiricist’s Companion In: The Economic Record. [Full Text][Citation analysis] | article | 0 |
| 2011 | Efficient probabilistic forecasts for counts In: Journal of the Royal Statistical Society Series B. [Citation analysis] | article | 17 |
| 2013 | Econometric Modelling with Time Series In: Cambridge Books. [Citation analysis] | book | 13 |
| 2013 | Econometric Modelling with Time Series.(2013) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 13 | book | |
| 1997 | Principal Components Analysis of Cointegrated Time Series In: Econometric Theory. [Full Text][Citation analysis] | article | 37 |
| 1996 | Principal 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 | |
| 2003 | SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE In: Econometric Theory. [Full Text][Citation analysis] | article | 23 |
| 2006 | A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 3 |
| 2007 | MODIFIED KPSS TESTS FOR NEAR INTEGRATION In: Econometric Theory. [Full Text][Citation analysis] | article | 7 |
| 2008 | TESTING FOR LONG MEMORY In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
| 2009 | TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND In: Econometric Theory. [Full Text][Citation analysis] | article | 42 |
| 2007 | Testing 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 | |
| 2009 | HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT In: Econometric Theory. [Full Text][Citation analysis] | article | 16 |
| 2010 | LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS In: Econometric Theory. [Full Text][Citation analysis] | article | 15 |
| 2008 | Local 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 | |
| 2004 | Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion In: Econometrics Journal. [Full Text][Citation analysis] | article | 4 |
| 2002 | Stochastic cointegration: estimation and inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 16 |
| 2007 | Riesz estimators In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2004 | Riesz Estimators..(2004) In: Purdue University Economics Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2003 | The relative impact of the US and Japanese business cycles on the Australian economy In: Japan and the World Economy. [Full Text][Citation analysis] | article | 4 |
| 1995 | The 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] | paper | 4 |
| 2009 | Optimal Probabilistic Forecasts for Counts In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2003 | Panel Stationarity Tests with Cross-sectional Dependence In: Econometrics. [Full Text][Citation analysis] | paper | 6 |
| 2003 | Testing for Stochastic Cointegration and Evidence for Present Value Models In: Econometrics. [Full Text][Citation analysis] | paper | 6 |
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