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 5 34
A powerful test for linearity when the order of integration is unknown 0 0 2 35 2 8 23 164
A powerful test for linearity when the order of integration is unknown 0 0 1 43 3 3 12 240
A simple, robust and powerful test of the trend hypothesis 0 0 1 45 7 7 17 193
Break date estimation for models with deterministic structural change 0 0 1 9 2 2 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 6 8 15 35
Detecting Regimes of Predictability in the U.S. Equity Premium 0 0 0 39 1 1 9 64
Forecast Encompassing Tests and Probability Forecasts 0 1 1 2 2 3 10 39
Forecast Encompassing Tests and Probability Forecasts 0 1 3 314 4 5 21 935
Forecast evaluation tests and negative long-run variance estimates in small samples 0 0 0 145 4 8 28 77
Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations 0 0 0 48 4 4 12 234
Modified Tests for a Change in Persistence 0 0 0 196 3 4 10 511
On Robust Trend Function Hypothesis Testing 0 0 0 54 3 4 10 686
On Unit Root Tests and the Initial Observation 0 0 0 180 2 2 5 879
Panel root tests and the impact of initial observations 1 1 3 9 4 4 13 53
Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium 0 0 0 47 2 2 10 41
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 4 7 13 203
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 6 1 1 7 53
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 0 28 1 2 8 134
Seasonal unit root tests and the role of initial conditions 0 0 0 23 2 3 8 100
Simple Tests for Stock Return Predictability with Good Size and Power Properties 0 0 0 45 1 1 7 31
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 0 0 1 127 1 2 9 391
Testing explosive bubbles with time-varying volatility 0 1 1 45 5 7 15 70
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 0 174 6 9 24 392
Testing for a unit root against ESTAR stationarity 0 0 0 88 3 4 12 88
Testing for a unit root in the presence of a possible break in trend 0 1 1 51 1 6 25 215
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 0 1 1 36 1 2 11 155
Testing for nonlinear trends when the order of integration is unknown 0 0 0 31 1 3 10 186
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 0 90 4 10 20 363
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 0 56 5 5 15 228
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 1 36 3 4 16 189
Tests for an end-of-sample bubble in financial time series 0 0 0 70 5 6 14 60
The impact of the initial condition on covariate augmented unit root tests 0 0 0 35 2 4 9 81
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 2 4 9 77
Trends and Cycles in Real Commodity Prices: 1650-2010 0 0 1 147 6 8 16 453
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 0 0 2 84 3 4 13 306
Unit root testing under a local break in trend 0 0 0 5 0 0 13 43
Unit root testing under a local break in trend 0 0 0 85 5 7 13 185
Total Working Papers 1 6 20 2,605 111 165 495 8,234

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 2 8 34
A NOTE ON BUSETTI–HARVEY TESTS FOR STATIONARITY IN SERIES WITH STRUCTURAL BREAKS 0 0 0 51 1 1 5 186
A Powerful Test for Linearity When the Order of Integration is Unknown 1 2 11 207 1 5 33 553
A bootstrap test for additive outliers in non-stationary time series 0 0 0 19 0 0 3 59
A simple, robust and powerful test of the trend hypothesis 0 0 1 88 0 4 15 248
An infimum coefficient unit root test allowing for an unknown break in trend 0 0 0 9 0 1 6 36
Analysis of a panel of UK macroeconomic forecasts 0 0 0 19 3 4 8 700
Asymptotic behaviour of tests for a unit root against an explosive alternative 0 0 0 7 1 2 8 44
Break Date Estimation for Models with Deterministic Structural Change 0 0 0 8 1 2 13 52
Combining probability forecasts 0 0 0 70 5 7 19 288
Combining probability forecasts 0 0 0 14 1 1 6 69
Common features in UK sectoral output 0 0 0 23 0 0 3 67
Confidence sets for the date of a break in level and trend when the order of integration is unknown 0 0 0 6 2 3 9 46
Corrigendum to ''Common features in UK sectoral output'': [Economic Modelling 19 (2002) 91-104] 0 0 0 8 0 1 7 47
Date-stamping multiple bubble regimes 0 0 0 16 3 4 14 93
Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] 0 0 0 16 3 6 11 70
Evidence for common features in G7 macroeconomic time series 0 0 0 33 4 4 7 154
Exchange rate regime verification: An alternative method of testing for regime changes 0 0 0 32 2 2 9 106
Forecast Encompassing and Parameter Estimation* 0 0 0 17 1 2 7 96
Forecast encompassing tests and probability forecasts 0 0 0 71 5 7 19 342
Forecast evaluation tests and negative long-run variance estimates in small samples 0 1 1 10 1 7 19 68
How great are the great ratios? 0 1 1 173 3 8 17 532
Improving the accuracy of asset price bubble start and end date estimators 0 0 0 17 2 3 11 78
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 2 2 5 19
Innovational Outlier Unit Root Tests With an Endogenously Determined Break in Level 0 0 0 3 1 1 7 16
LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS 0 0 0 18 2 4 13 104
Long-Run Commodity Prices, Economic Growth, and Interest Rates: 17th Century to the Present Day 0 0 0 60 3 7 15 226
Modelling trends in central England temperatures 0 0 0 76 1 4 11 523
Modified tests for a change in persistence 0 0 1 96 6 10 21 300
On Robust Trend Function Hypothesis Testing 0 0 0 67 1 1 8 207
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 3 4 9 40
On testing for unit roots and the initial observation 0 0 0 64 4 5 8 206
Power of a Unit‐Root Test and the Initial Condition 0 0 1 20 2 2 7 73
REJOINDER 0 0 0 10 1 1 7 51
Real‐Time Monitoring for Explosive Financial Bubbles 0 2 4 17 3 8 21 69
Real‐time detection of regimes of predictability in the US equity premium 0 0 0 5 1 3 9 26
Recursive Right-Tailed Unit Root Tests for an Explosive Asset Price Bubble 0 0 2 22 0 1 11 80
Robust and Powerful Tests for Nonlinear Deterministic Components 0 0 2 8 2 3 12 63
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 22 2 6 16 123
Robust tests for a linear trend with an application to equity indices 0 0 0 16 0 1 12 74
SIGN-BASED UNIT ROOT TESTS FOR EXPLOSIVE FINANCIAL BUBBLES IN THE PRESENCE OF DETERMINISTICALLY TIME-VARYING VOLATILITY 0 1 2 13 0 10 20 59
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 0 0 0 48 1 2 13 154
Sample size, lag order and critical values of seasonal unit root tests 0 0 0 22 0 1 5 111
Seasonal unit root tests and the role of initial conditions 0 0 0 31 0 3 11 173
Seasonal unit root tests with seasonal mean shifts 0 0 0 5 1 2 4 56
Simple tests for stock return predictability with good size and power properties 0 0 0 9 1 2 10 34
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 52 1 2 11 162
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 0 43 1 1 10 140
Testing explosive bubbles with time-varying volatility 0 0 0 6 3 5 13 32
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 0 0 0 21 0 3 15 104
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 0 0 0 24 1 2 9 129
Testing for a unit root against ESTAR stationarity 0 0 0 12 1 4 8 76
Testing for nonlinear deterministic components when the order of integration is unknown 0 1 1 7 3 5 7 40
Testing for parameter instability in predictive regression models 0 0 0 8 3 4 12 80
Testing for time series linearity 0 0 0 173 2 5 11 514
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 1 1 1 53 1 3 9 215
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 19 1 3 8 75
Testing the equality of prediction mean squared errors 15 27 86 1,693 46 78 209 3,444
Tests for Forecast Encompassing 0 0 0 0 5 8 27 1,195
Tests for Stationarity in Series with Endogenously Determined Structural Change 0 0 0 35 1 2 11 122
Tests for a Break in Level when the Order of Integration is Unknown 0 0 0 13 1 4 7 84
Tests for an end-of-sample bubble in financial time series 0 1 1 9 4 8 28 60
Tests for explosive financial bubbles in the presence of non-stationary volatility 0 2 13 112 5 16 40 248
Tests for multiple forecast encompassing 0 0 0 213 4 6 15 502
The Impact of the Initial Condition on Covariate Augmented Unit Root Tests 0 0 0 7 3 5 11 63
The Prebisch-Singer Hypothesis: Four Centuries of Evidence 4 6 13 188 10 16 45 672
The impact of the initial condition on robust tests for a linear trend 0 0 0 8 5 5 11 45
The non-normality of some macroeconomic forecast errors 0 0 0 33 0 0 3 150
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 0 0 89 2 4 38 273
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date 0 0 0 5 0 1 11 43
Unit root testing under a local break in trend 0 0 0 21 0 3 14 114
Unit roots and double smooth transitions 0 0 0 56 1 2 7 196
Total Journal Articles 21 45 141 4,462 181 354 1,102 15,533

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 2 4 15 31
Total Chapters 0 0 0 0 2 4 15 31

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