Access Statistics for David I. Harvey

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bootstrap stationarity test for predictive regression invalidity 0 0 0 38 0 1 7 36
A powerful test for linearity when the order of integration is unknown 0 0 1 35 0 0 22 165
A powerful test for linearity when the order of integration is unknown 0 0 1 43 0 0 13 242
A simple, robust and powerful test of the trend hypothesis 0 0 1 45 1 1 20 196
Break date estimation for models with deterministic structural change 0 0 1 9 0 0 8 46
Confidence sets for the date of a break in level and trend when the order of integration is unknown 0 0 0 39 0 1 15 36
Detecting Regimes of Predictability in the U.S. Equity Premium 0 0 0 39 0 1 10 65
Forecast Encompassing Tests and Probability Forecasts 0 0 3 314 3 7 26 943
Forecast Encompassing Tests and Probability Forecasts 1 1 2 3 2 4 16 45
Forecast evaluation tests and negative long-run variance estimates in small samples 0 0 0 145 0 1 28 79
Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations 0 0 0 48 0 1 16 238
Modified Tests for a Change in Persistence 0 0 0 196 0 0 10 511
On Robust Trend Function Hypothesis Testing 0 0 0 54 4 5 16 693
On Unit Root Tests and the Initial Observation 0 0 0 180 0 0 4 879
Panel root tests and the impact of initial observations 1 1 3 10 1 1 15 56
Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium 0 0 0 47 0 1 10 42
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 6 0 0 7 54
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 0 0 14 205
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 0 28 0 0 6 134
Seasonal unit root tests and the role of initial conditions 0 0 0 23 0 0 8 100
Simple Tests for Stock Return Predictability with Good Size and Power Properties 0 0 0 45 1 1 9 33
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 0 1 2 128 0 1 9 392
Testing explosive bubbles with time-varying volatility 0 0 1 45 2 2 19 75
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 0 174 0 0 27 395
Testing for a unit root against ESTAR stationarity 0 0 1 89 0 3 15 93
Testing for a unit root in the presence of a possible break in trend 0 0 1 51 0 0 23 215
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 0 0 1 36 0 0 11 155
Testing for nonlinear trends when the order of integration is unknown 0 0 0 31 0 0 6 186
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 0 90 0 0 19 364
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 0 56 0 0 17 230
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 1 36 0 1 18 191
Tests for an end-of-sample bubble in financial time series 0 0 0 70 1 1 14 61
The impact of the initial condition on covariate augmented unit root tests 0 0 0 35 0 0 11 83
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 0 1 9 78
Trends and Cycles in Real Commodity Prices: 1650-2010 0 0 0 147 0 2 21 461
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 0 0 1 84 1 3 14 310
Unit root testing under a local break in trend 0 0 0 5 1 2 12 45
Unit root testing under a local break in trend 0 0 0 85 0 1 14 186
Total Working Papers 2 3 20 2,609 17 42 539 8,318

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Stationarity Test for Predictive Regression Invalidity 0 0 0 12 1 1 8 35
A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS 0 0 0 51 0 0 5 186
A Powerful Test for Linearity When the Order of Integration is Unknown 0 0 7 209 4 7 28 566
A bootstrap test for additive outliers in non-stationary time series 0 0 0 19 1 1 3 60
A simple, robust and powerful test of the trend hypothesis 0 1 2 89 0 2 17 252
An infimum coefficient unit root test allowing for an unknown break in trend 0 0 0 9 0 0 5 36
Analysis of a panel of UK macroeconomic forecasts 0 0 0 19 0 0 8 700
Asymptotic behaviour of tests for a unit root against an explosive alternative 0 0 0 7 0 1 8 45
Break Date Estimation for Models with Deterministic Structural Change 0 0 0 8 0 1 13 53
Combining probability forecasts 0 0 0 70 0 2 20 290
Combining probability forecasts 0 0 0 14 0 0 5 70
Common features in UK sectoral output 0 0 0 23 1 1 3 68
Confidence sets for the date of a break in level and trend when the order of integration is unknown 0 0 0 6 0 0 9 47
Corrigendum to ''Common features in UK sectoral output'': [Economic Modelling 19 (2002) 91-104] 0 0 0 8 0 1 8 48
Date-stamping multiple bubble regimes 0 0 0 16 1 2 15 95
Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] 0 0 0 16 1 1 12 72
Evidence for common features in G7 macroeconomic time series 0 0 0 33 0 1 8 155
Exchange rate regime verification: An alternative method of testing for regime changes 0 0 0 32 1 1 8 107
Forecast Encompassing and Parameter Estimation* 0 0 0 17 0 0 7 96
Forecast encompassing tests and probability forecasts 0 0 0 71 0 1 19 344
Forecast evaluation tests and negative long-run variance estimates in small samples 0 0 1 10 1 3 21 71
How great are the great ratios? 0 0 2 174 0 1 18 534
Improving the accuracy of asset price bubble start and end date estimators 0 0 0 17 1 3 10 82
Improving the length of confidence sets for the date of a break in level and trend when the order of integration is unknown 0 0 0 0 0 0 5 20
Innovational Outlier Unit Root Tests With an Endogenously Determined Break in Level 0 0 0 3 0 2 8 18
LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS 0 0 0 18 0 0 10 105
Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day 0 0 0 60 3 3 15 229
Modelling trends in central England temperatures 0 0 0 76 0 2 14 526
Modified tests for a change in persistence 0 0 0 96 0 2 20 302
On Robust Trend Function Hypothesis Testing 0 0 0 67 1 1 9 208
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 0 1 12 43
On testing for unit roots and the initial observation 0 0 0 64 0 0 7 206
Power of a Unit‐Root Test and the Initial Condition 0 0 0 20 0 0 6 73
REJOINDER 0 0 0 10 0 0 4 51
Real‐Time Monitoring for Explosive Financial Bubbles 1 1 3 18 3 6 22 75
Real‐time detection of regimes of predictability in the US equity premium 0 0 0 5 1 2 11 28
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 0 0 2 22 1 1 12 81
Robust and Powerful Tests for Nonlinear Deterministic Components 0 0 0 8 0 2 11 66
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 1 23 0 1 16 125
Robust tests for a linear trend with an application to equity indices 0 0 0 16 0 2 16 78
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY 0 0 2 13 1 1 18 60
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 1 2 2 50 1 2 14 156
Sample size, lag order and critical values of seasonal unit root tests 0 0 0 22 0 0 6 112
Seasonal unit root tests and the role of initial conditions 0 0 0 31 0 0 10 173
Seasonal unit root tests with seasonal mean shifts 0 0 0 5 0 0 4 56
Simple tests for stock return predictability with good size and power properties 0 0 0 9 1 1 13 37
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 52 0 1 9 163
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 0 43 0 0 9 140
Testing explosive bubbles with time-varying volatility 0 0 0 6 0 0 14 34
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 1 2 2 23 3 4 18 110
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 0 1 1 25 0 1 9 130
Testing for a unit root against ESTAR stationarity 0 0 0 12 1 4 11 81
Testing for nonlinear deterministic components when the order of integration is unknown 0 0 1 7 1 1 7 41
Testing for parameter instability in predictive regression models 0 0 0 8 0 2 14 83
Testing for time series linearity 0 0 0 173 0 0 10 514
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 0 1 2 54 0 2 9 219
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 19 0 0 8 75
Testing the equality of prediction mean squared errors 14 43 138 1,774 38 97 321 3,612
Tests for Forecast Encompassing 0 0 0 0 2 7 36 1,207
Tests for Stationarity in Series with Endogenously Determined Structural Change 0 0 1 36 1 1 14 126
Tests for a Break in Level when the Order of Integration is Unknown 0 0 0 13 0 1 10 87
Tests for an end-of-sample bubble in financial time series 0 0 1 9 2 3 29 64
Tests for explosive financial bubbles in the presence of non-stationary volatility 1 2 11 116 3 8 42 261
Tests for multiple forecast encompassing 0 0 1 214 1 2 16 505
The Impact of the Initial Condition on Covariate Augmented Unit Root Tests 0 0 0 7 0 1 12 65
The Prebisch-Singer Hypothesis: Four Centuries of Evidence 0 1 13 193 0 5 52 690
The impact of the initial condition on robust tests for a linear trend 0 0 0 8 0 0 10 45
The non-normality of some macroeconomic forecast errors 0 0 0 33 1 3 5 154
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 0 0 89 0 2 40 276
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date 0 0 0 5 0 12 22 55
Unit root testing under a local break in trend 0 0 0 21 0 0 11 114
Unit roots and double smooth transitions 0 0 1 57 0 3 12 201
Total Journal Articles 18 54 194 4,567 77 219 1,271 15,892

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecast Combination and Encompassing 0 0 0 0 1 1 15 32
Total Chapters 0 0 0 0 1 1 15 32

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