Details about David Harris

Access statistics for papers by David Harris.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pha788

Working Papers

2009

1. Optimal Probabilistic Forecasts for Counts
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (3)

2008

2. Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations
   Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics View citations (1)
   See also Journal Article LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS, Econometric Theory, Cambridge University Press (2010) View citations (16) (2010)

2007

3. Testing for a unit root in the presence of a possible break in trend
   Discussion Papers, University of Nottingham, Granger Centre for Time Series Econometrics View citations (5)
   See also Journal Article TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND, Econometric Theory, Cambridge University Press (2009) View citations (43) (2009)

2004

4. Riesz Estimators
   Purdue University Economics Working Papers, Purdue University, Department of Economics
   See also Journal Article Riesz estimators, Journal of Econometrics, Elsevier (2007) (2007)

2003

5. Panel Stationarity Tests with Cross-sectional Dependence
   Econometrics, University Library of Munich, Germany View citations (6)
6. Testing for Stochastic Cointegration and Evidence for Present Value Models
   Econometrics, University Library of Munich, Germany View citations (8)

1996

7. Principal Components Analysis of Cointegrated Time Series
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (1)
   See also Journal Article Principal Components Analysis of Cointegrated Time Series, Econometric Theory, Cambridge University Press (1997) View citations (46) (1997)

1995

8. The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors
   Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (5)

Journal Articles

2011

1. Efficient probabilistic forecasts for counts
   Journal of the Royal Statistical Society Series B, 2011, 73, (2), 253-272 View citations (22)
2. Mostly Harmless Econometrics: An Empiricist’s Companion
   The Economic Record, 2011, 87, (277), 350-352

2010

3. LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS
   Econometric Theory, 2010, 26, (1), 311-324 View citations (16)
   See also Working Paper Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations, Discussion Papers (2008) View citations (1) (2008)

2009

4. HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT
   Econometric Theory, 2009, 25, (6), 1734-1753 View citations (17)
5. TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
   Econometric Theory, 2009, 25, (6), 1545-1588 View citations (43)
   See also Working Paper Testing for a unit root in the presence of a possible break in trend, Discussion Papers (2007) View citations (5) (2007)

2008

6. TESTING FOR LONG MEMORY
   Econometric Theory, 2008, 24, (1), 143-175 View citations (18)

2007

7. MODIFIED KPSS TESTS FOR NEAR INTEGRATION
   Econometric Theory, 2007, 23, (2), 355-363 View citations (8)
8. Riesz estimators
   Journal of Econometrics, 2007, 136, (2), 431-456
   See also Working Paper Riesz Estimators, Purdue University Economics Working Papers (2004) (2004)

2006

9. A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION
   Econometric Theory, 2006, 22, (3), 429-456 View citations (3)

2005

10. Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence
    Journal of Business & Economic Statistics, 2005, 23, 395-409 View citations (63)

2004

11. Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion
    Econometrics Journal, 2004, 7, (1), 191-217 View citations (5)

2003

12. SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
    Econometric Theory, 2003, 19, (5), 829-864 View citations (28)
13. The relative impact of the US and Japanese business cycles on the Australian economy
    Japan and the World Economy, 2003, 15, (1), 111-129 View citations (5)

2002

14. Stochastic cointegration: estimation and inference
    Journal of Econometrics, 2002, 111, (2), 363-384 View citations (19)

1997

15. Principal Components Analysis of Cointegrated Time Series
    Econometric Theory, 1997, 13, (4), 529-557 View citations (46)
    See also Working Paper Principal Components Analysis of Cointegrated Time Series, Monash Econometrics and Business Statistics Working Papers (1996) View citations (1) (1996)

Books

2013

1. Econometric Modelling with Time Series
   Cambridge Books, Cambridge University Press View citations (27)
   Also in Cambridge Books, Cambridge University Press (2013) View citations (27)