10
H index
10
i10 index
335
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:
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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 (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2023 | 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 |
| 2023 | Testing for long-range dependence in non-stationary time series time-varying regression. (2021). Wu, Weichi ; Bai, Lujia. In: Papers. RePEc:arx:papers:2110.08089. Full description at Econpapers || Download paper |
| 2022 | A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2022 | A semi?parametric integer?valued autoregressive model with covariates. (2022). McCabe, Brendan ; Harris, David ; Rao, Yao. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:3:p:495-516. Full description at Econpapers || Download paper |
| 2022 | Testing 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. Full description at Econpapers || Download paper |
| 2022 | Forecasting: theory and practice. (2022). Shang, Han Lin ; Rubaszek, Michał ; Martinez, Andrew ; Grossi, Luigi ; Franses, Philip Hans ; Fiszeder, Piotr ; Clements, Michael ; Castle, Jennifer ; Carnevale, Claudio ; Kolassa, Stephan ; Thorarinsdottir, Thordis ; Guo, Xiaojia ; Reade, James J ; Petropoulos, Fotios ; Nikolopoulos, Konstantinos ; Koehler, Anne B ; Thomakos, Dimitrios ; Browell, Jethro ; Rapach, David E ; Modis, Theodore ; Kang, Yanfei ; Tashman, Len ; Boylan, John E ; Gunter, Ulrich ; Ramos, Patricia ; Ellison, Joanne ; Meeran, Sheik ; Richmond, Victor ; Talagala, Thiyanga S ; Bijak, Jakub ; Guidolin, Massimo ; Pinson, Pierre ; Dokumentov, Alexander ; Jeon, Jooyoung ; Bessa, Ricardo J ; Pedregal, Diego J ; de Baets, Shari ; Ziel, Florian ; Syntetos, Aris A ; Bergmeir, Christoph |
| 2022 | The 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. Full description at Econpapers || Download paper |
| 2022 | . Full description at Econpapers || Download paper |
| 2023 | Uncertainty and the effectiveness of fiscal policy in the United States and Brasil: SVAR Approach. (2023). de Sa, Eduardo. In: Working Papers. RePEc:inf:wpaper:2023.03. Full description at Econpapers || Download paper |
| 2023 | Risk-sharing within Brazil and South America. (2023). Ferreira, Alex ; Silva, Eduardo. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:2:d:10.1007_s00181-022-02350-1. Full description at Econpapers || Download paper |
| 2022 | Socioeconomic impacts of low-volume roads using a GIS-based multidimensional impact assessment approach. (2022). Singh, Anjaney ; Dhadse, Kunal ; Wagale, Makrand. In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development. RePEc:spr:endesu:v:24:y:2022:i:5:d:10.1007_s10668-021-01723-3. Full description at Econpapers || Download paper |
| 2022 | Markov 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. Full description at Econpapers || Download paper |
| 2022 | Characterizing growth instability: new evidence on unit roots and structural breaks in countries’ long run trajectories. (2022). Foster-McGregor, Neil ; Russo, Emanuele. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:32:y:2022:i:2:d:10.1007_s00191-021-00727-6. Full description at Econpapers || Download paper |
| 2023 | Estimating energy demand elasticities for gas exporting countries: a dynamic panel data approach. (2023). Mansourkiaee, Eshagh. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00373-5. Full description at Econpapers || Download paper |
| 2022 | Modeling 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. 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 | 61 |
| 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 | 21 |
| 2013 | Econometric Modelling with Time Series In: Cambridge Books. [Citation analysis] | book | 28 |
| 2013 | Econometric Modelling with Time Series.(2013) In: Cambridge Books. [Citation analysis] This paper has another version. Agregated cites: 28 | book | |
| 1997 | Principal Components Analysis of Cointegrated Time Series In: Econometric Theory. [Full Text][Citation analysis] | article | 44 |
| 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: 44 | paper | |
| 2003 | SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE In: Econometric Theory. [Full Text][Citation analysis] | article | 25 |
| 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 | 8 |
| 2008 | TESTING FOR LONG MEMORY In: Econometric Theory. [Full Text][Citation analysis] | article | 18 |
| 2009 | TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND In: Econometric Theory. [Full Text][Citation analysis] | article | 45 |
| 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: 45 | paper | |
| 2009 | HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT In: Econometric Theory. [Full Text][Citation analysis] | article | 17 |
| 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 | 16 |
| 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: 16 | 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 | 5 |
| 2002 | Stochastic cointegration: estimation and inference In: Journal of Econometrics. [Full Text][Citation analysis] | article | 17 |
| 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 | 5 |
| 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 | 5 |
| 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 | 8 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team