10
H index
10
i10 index
348
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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Functional principal component analysis for cointegrated functional time series. (2024). Seo, Wonki. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:2:p:320-330. Full description at Econpapers || Download paper |
| 2024 | Investigating the relationship between macroeconomic indicators, renewables and pollution across diverse regions in the globalization era. (2024). Oprea, Simona-Vasilica ; Georgescu, Irina Alexandra ; Bara, Adela. In: Applied Energy. RePEc:eee:appene:v:363:y:2024:i:c:s0306261924004604. Full description at Econpapers || Download paper |
| 2025 | Adjusted-range-based self-normalized autocorrelation tests. (2025). Sun, Jiajing ; Zhu, Meiting ; Linton, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001521. Full description at Econpapers || Download paper |
| 2024 | Greenflation, a myth or fact? Empirical evidence from 26 OECD countries. (2024). Chung, Changwoo ; Kim, Jinsoo. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006145. Full description at Econpapers || Download paper |
| 2025 | Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308. Full description at Econpapers || Download paper |
| 2024 | Generalized Poisson difference autoregressive processes. (2024). Casarin, Roberto ; Carallo, Giulia ; Robert, Christian P. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1359-1390. Full description at Econpapers || Download paper |
| 2025 | Revealing the role of institutional quality and geopolitical risk in natural resources curse hypothesis. (2025). Jin, Taeyoung ; Chung, Changwoo. In: Resources Policy. RePEc:eee:jrpoli:v:100:y:2025:i:c:s0301420724008249. Full description at Econpapers || Download paper |
| 2024 | Impacto de las variables sociodemográficas en los niveles de alfabetización financiera en México. (2024). Garca, Elena Moreno ; Morteo, Georgina Manrique ; Salazar, Hctor Francisco. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:19:y:2024:i:4:a:3. Full description at Econpapers || Download paper |
| 2025 | Life at the brink: Livelihood portfolios of the food insecure. (2025). Martin, Vance L ; Leroux, Anke D. In: Monash Economics Working Papers. RePEc:mos:moswps:2025-11. Full description at Econpapers || Download paper |
| 2025 | Panel cointegration tests in finite sample analyzing banking stability. (2025). Ghassan, Hassan. In: DECISION: Official Journal of the Indian Institute of Management Calcutta. RePEc:spr:decisn:v:52:y:2025:i:3:d:10.1007_s40622-024-00417-9. Full description at Econpapers || Download paper |
| 2025 | Forecasting natural disaster frequencies using nonstationary count time series models. (2025). Lu, Yang ; Pei, Jian. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:3:d:10.1007_s00362-025-01691-0. 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 | 64 |
| 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 | 24 |
| 2013 | Econometric Modelling with Time Series In: Cambridge Books. [Citation analysis] | book | 29 |
| 2013 | Econometric Modelling with Time Series.(2013) In: Cambridge Books. [Citation analysis] This paper has nother version. Agregated cites: 29 | book | |
| 1997 | Principal Components Analysis of Cointegrated Time Series In: Econometric Theory. [Full Text][Citation analysis] | article | 46 |
| 1996 | Principal Components Analysis of Cointegrated Time Series..(1996) In: Monash Econometrics and Business Statistics Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 46 | paper | |
| 2003 | SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE In: Econometric Theory. [Full Text][Citation analysis] | article | 27 |
| 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 | 46 |
| 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 nother version. Agregated cites: 46 | 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 nother 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 | 18 |
| 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 nother 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. Last updated November, 20 2025. Contact: CitEc Team