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 0 2 4 195
Optimal Probabilistic Forecasts for Counts 0 0 1 68 1 1 3 130
Panel Stationarity Tests with Cross-sectional Dependence 0 1 2 272 1 2 7 670
Principal Components Analysis of Cointegrated Time Series 0 0 0 0 1 1 6 1,805
Riesz Estimators 0 1 1 60 0 3 4 152
Testing for Stochastic Cointegration and Evidence for Present Value Models 0 0 0 441 0 0 4 985
Testing for a unit root in the presence of a possible break in trend 0 0 0 46 0 3 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 4 1,317
Total Working Papers 0 2 4 930 3 12 38 5,422


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 2 81
CONTINUOUS PIECEWISE LINEAR FUNCTIONS 0 0 2 87 0 1 3 380
Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion 0 0 0 21 1 1 4 142
Efficient probabilistic forecasts for counts 0 0 0 0 0 1 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 0 0 0 68
LOCAL ASYMPTOTIC POWER OF THE IM-PESARAN-SHIN PANEL UNIT ROOT TEST AND THE IMPACT OF INITIAL OBSERVATIONS 0 0 0 15 0 2 3 66
MODIFIED KPSS TESTS FOR NEAR INTEGRATION 0 0 1 21 0 0 2 64
Mostly Harmless Econometrics: An Empiricist’s Companion 1 1 2 55 1 1 6 127
Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence 0 0 0 36 0 0 1 108
Principal Components Analysis of Cointegrated Time Series 0 0 7 69 2 2 15 143
Riesz estimators 0 1 1 52 0 1 1 119
SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE 0 0 0 19 0 0 1 61
Stochastic cointegration: estimation and inference 0 0 2 158 0 0 3 342
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 50 0 2 3 135
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 1 1 41 0 1 2 169
Total Journal Articles 1 3 17 703 4 12 49 2,124


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 10 47 148
Econometric Modelling with Time Series 0 0 0 0 4 7 54 139
Total Books 0 0 0 0 8 17 101 287


Statistics updated 2019-07-03