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 48 4 4 12 234
Optimal Probabilistic Forecasts for Counts 0 0 0 71 3 5 8 152
Panel Stationarity Tests with Cross-sectional Dependence 0 0 1 277 15 19 31 717
Principal Components Analysis of Cointegrated Time Series 0 0 0 0 2 2 7 1,853
Riesz Estimators 0 0 1 67 3 3 12 185
Testing for Stochastic Cointegration and Evidence for Present Value Models 0 0 0 445 0 1 8 1,014
Testing for a unit root in the presence of a possible break in trend 0 1 1 51 1 6 25 215
The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors 0 0 0 0 1 2 9 1,351
Total Working Papers 0 1 3 959 29 42 112 5,721


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 1 4 91
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 0 1 6 164
Efficient probabilistic forecasts for counts 0 0 0 0 2 4 11 69
HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT 0 0 0 26 3 3 8 85
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
MODIFIED KPSS TESTS FOR NEAR INTEGRATION 0 0 0 24 0 3 10 93
Mostly Harmless Econometrics: An Empiricist’s Companion 0 0 0 63 3 3 9 162
Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence 0 0 0 37 2 5 12 132
Principal Components Analysis of Cointegrated Time Series 0 0 0 91 1 3 7 195
Riesz estimators 0 0 0 58 0 1 7 163
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE 0 0 0 24 1 1 4 77
Stochastic cointegration: estimation and inference 0 0 0 164 2 2 7 366
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 52 1 2 11 162
TESTING FOR LONG MEMORY 0 0 0 26 1 4 11 78
The relative impact of the US and Japanese business cycles on the Australian economy 0 0 0 42 5 7 13 191
Total Journal Articles 0 0 0 671 23 44 133 2,132


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 20 345
Econometric Modelling with Time Series 0 0 0 0 6 12 34 556
Total Books 0 0 0 0 10 20 54 901


Statistics updated 2026-05-06