David Harris : Citation Profile


Are you David Harris?

University of Melbourne

10

H index

10

i10 index

339

Citations

RESEARCH PRODUCTION:

15

Articles

8

Papers

2

Books

RESEARCH ACTIVITY:

   18 years (1995 - 2013). See details.
   Cites by year: 18
   Journals where David Harris has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 2 (0.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha788
   Updated: 2024-11-04    RAS profile: 2023-03-16    
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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:

Leybourne, Stephen (18)

Hadri, Kaddour (17)

Harvey, David (16)

Taylor, Robert (15)

Kurozumi, Eiji (13)

lucey, brian (11)

Carrion-i-Silvestre, Josep (10)

Tzavalis, Elias (9)

Karavias, Yiannis (8)

Basher, Syed (8)

Westerlund, Joakim (7)

Cites to:

Hansen, Bruce (6)

McCabe, Brendan (5)

Leybourne, Stephen (5)

Canova, Fabio (4)

Campbell, John (3)

Brown, Donald (3)

Shiller, Robert (3)

shin, yongcheol (3)

Phillips, Peter (3)

Wohar, Mark (2)

Werner, Jan (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 (2024 and 2023)


YearTitle of citing document
2023Functional Principal Component Analysis of Cointegrated Functional Time Series. (2020). Seo, Won-Ki. In: Papers. RePEc:arx:papers:2011.12781.

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2023Testing 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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2023.

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2023.

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2024Investigating the relationship between macroeconomic indicators, renewables and pollution across diverse regions in the globalization era. (2024). Bara, Adela ; Oprea, Simona-Vasilica ; Georgescu, Irinaalexandra. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004604.

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2023Uncertainty 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.

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2023Risk-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.

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2023Estimating 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.

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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]
article62
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]
article21
2013Econometric Modelling with Time Series In: Cambridge Books.
[Citation analysis]
book28
2013Econometric Modelling with Time Series.(2013) In: Cambridge Books.
[Citation analysis]
This paper has nother version. Agregated cites: 28
book
1997Principal Components Analysis of Cointegrated Time Series In: Econometric Theory.
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article45
1996Principal Components Analysis of Cointegrated Time Series..(1996) In: Monash Econometrics and Business Statistics Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 45
paper
2003SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE In: Econometric Theory.
[Full Text][Citation analysis]
article26
2006A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION In: Econometric Theory.
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article3
2007MODIFIED KPSS TESTS FOR NEAR INTEGRATION In: Econometric Theory.
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article8
2008TESTING FOR LONG MEMORY In: Econometric Theory.
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article18
2009TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND In: Econometric Theory.
[Full Text][Citation analysis]
article45
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 nother version. Agregated cites: 45
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]
article16
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 nother version. Agregated cites: 16
paper
2004Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion In: Econometrics Journal.
[Full Text][Citation analysis]
article5
2002Stochastic cointegration: estimation and inference In: Journal of Econometrics.
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article18
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 nother 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]
paper5
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]
paper8

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