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 0 1 1 223
Optimal Probabilistic Forecasts for Counts 0 0 0 71 2 2 3 146
Panel Stationarity Tests with Cross-sectional Dependence 0 0 0 276 3 5 7 693
Principal Components Analysis of Cointegrated Time Series 0 0 0 0 0 2 3 1,849
Riesz Estimators 1 1 1 67 4 4 5 178
Testing for Stochastic Cointegration and Evidence for Present Value Models 0 0 0 445 1 2 2 1,008
Testing for a unit root in the presence of a possible break in trend 0 0 0 50 11 13 16 205
The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors 0 0 0 0 1 4 6 1,347
Total Working Papers 1 1 1 957 22 33 43 5,649


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 1 2 4 90
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 3 4 5 162
Efficient probabilistic forecasts for counts 0 0 0 0 0 2 2 60
HETEROSKEDASTICITY-ROBUST TESTING FOR A FRACTIONAL UNIT ROOT 0 0 0 26 1 2 3 80
LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS 0 0 1 18 1 2 9 97
MODIFIED KPSS TESTS FOR NEAR INTEGRATION 0 0 0 24 3 3 4 86
Mostly Harmless Econometrics: An Empiricist’s Companion 0 0 0 63 1 3 7 158
Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence 0 0 0 37 1 3 4 124
Principal Components Analysis of Cointegrated Time Series 0 0 0 91 0 2 2 190
Riesz estimators 0 0 1 58 2 2 7 160
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE 0 0 0 24 2 2 5 76
Stochastic cointegration: estimation and inference 0 0 0 164 0 5 5 364
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 52 0 1 5 155
TESTING FOR LONG MEMORY 0 0 0 26 2 5 6 72
The relative impact of the US and Japanese business cycles on the Australian economy 0 0 0 42 0 3 4 182
Total Journal Articles 0 0 2 671 17 41 72 2,056


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 1 1 13 334
Econometric Modelling with Time Series 0 0 0 0 2 5 24 540
Total Books 0 0 0 0 3 6 37 874


Statistics updated 2026-01-09