Access Statistics for David Harris

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
Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations 0 0 0 43 1 2 5 197
Optimal Probabilistic Forecasts for Counts 0 0 0 68 1 1 3 131
Panel Stationarity Tests with Cross-sectional Dependence 1 1 3 273 1 1 7 671
Principal Components Analysis of Cointegrated Time Series 0 0 0 0 2 4 8 1,809
Riesz Estimators 0 0 1 60 0 0 4 152
Testing for Stochastic Cointegration and Evidence for Present Value Models 0 0 0 441 1 1 4 986
Testing for a unit root in the presence of a possible break in trend 0 0 0 46 0 0 6 168
The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors 0 0 0 0 0 0 2 1,317
Total Working Papers 1 1 4 931 6 9 39 5,431


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A RESIDUAL-BASED TEST FOR STOCHASTIC COINTEGRATION 0 0 0 25 0 0 1 81
CONTINUOUS PIECEWISE LINEAR FUNCTIONS 0 0 2 87 0 0 3 380
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 0 0 4 142
Efficient probabilistic forecasts for counts 0 0 0 0 0 0 2 44
Fully Modified Least Squares in 1(2) Regression 0 0 1 8 0 0 1 21
HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT 0 0 0 23 2 2 2 70
LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS 0 0 0 15 0 2 4 68
MODIFIED KPSS TESTS FOR NEAR INTEGRATION 0 0 1 21 0 0 2 64
Mostly Harmless Econometrics: An Empiricist’s Companion 0 0 2 55 1 2 8 129
Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence 0 0 0 36 1 1 2 109
Principal Components Analysis of Cointegrated Time Series 0 1 6 70 1 2 14 145
Riesz estimators 0 0 1 52 0 1 2 120
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE 0 0 0 19 1 1 2 62
Stochastic cointegration: estimation and inference 0 1 3 159 1 2 5 344
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 50 4 6 9 141
TESTING FOR LONG MEMORY 0 0 0 23 0 0 0 54
The relative impact of the US and Japanese business cycles on the Australian economy 0 0 1 41 0 0 2 169
Total Journal Articles 0 2 17 705 11 19 63 2,143


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric Modelling with Time Series 0 0 0 0 4 8 44 147
Econometric Modelling with Time Series 0 0 0 0 10 23 59 171
Total Books 0 0 0 0 14 31 103 318


Statistics updated 2019-10-05