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Details about David Harris

Workplace:Department of Economics, Faculty of Business and Economics, University of Melbourne, (more information at EDIRC)

Access statistics for papers by David Harris.

Last updated 2015-12-19. Update your information in the RePEc Author Service.

Short-id: pha788


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Working Papers

2009

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

2008

  1. 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 Downloads View citations (1)
    See also Journal Article in Econometric Theory (2010)

2007

  1. 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 Downloads View citations (3)
    See also Journal Article in Econometric Theory (2009)

2004

  1. Riesz Estimators
    Purdue University Economics Working Papers, Purdue University, Department of Economics Downloads
    See also Journal Article in Journal of Econometrics (2007)

2003

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

1996

  1. 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 in Econometric Theory (1997)

1995

  1. 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 (4)

Journal Articles

2011

  1. Efficient probabilistic forecasts for counts
    Journal of the Royal Statistical Society Series B, 2011, 73, (2), 253-272 View citations (19)
  2. Mostly Harmless Econometrics: An Empiricist’s Companion
    The Economic Record, 2011, 87, (277), 350-352 Downloads

2010

  1. 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 Downloads View citations (14)
    See also Working Paper (2008)

2009

  1. HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT
    Econometric Theory, 2009, 25, (6), 1734-1753 Downloads View citations (17)
  2. TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND
    Econometric Theory, 2009, 25, (6), 1545-1588 Downloads View citations (41)
    See also Working Paper (2007)

2008

  1. TESTING FOR LONG MEMORY
    Econometric Theory, 2008, 24, (1), 143-175 Downloads View citations (15)

2007

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

2006

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

2005

  1. Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence
    Journal of Business & Economic Statistics, 2005, 23, 395-409 Downloads View citations (59)

2004

  1. Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion
    Econometrics Journal, 2004, 7, (1), 191-217 View citations (4)

2003

  1. SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE
    Econometric Theory, 2003, 19, (5), 829-864 Downloads View citations (27)
  2. The relative impact of the US and Japanese business cycles on the Australian economy
    Japan and the World Economy, 2003, 15, (1), 111-129 Downloads View citations (5)

2002

  1. Stochastic cointegration: estimation and inference
    Journal of Econometrics, 2002, 111, (2), 363-384 Downloads View citations (17)

1997

  1. Principal Components Analysis of Cointegrated Time Series
    Econometric Theory, 1997, 13, (4), 529-557 Downloads View citations (41)
    See also Working Paper (1996)

Books

2013

  1. Econometric Modelling with Time Series
    Cambridge Books, Cambridge University Press View citations (17)
    Also in Cambridge Books, Cambridge University Press (2013) View citations (17)
 
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