David Harris
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David |
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Harris |
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Contact
Affiliations
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University of Melbourne
/ Faculty of Business and Economics
/ Department of Economics
Research profile
author of:
- Panel Stationarity Tests for Purchasing Power Parity With Cross-Sectional Dependence (RePEc:bes:jnlbes:v:23:y:2005:p:395-409)
by Harris, David & Leybourne, Stephen & McCabe, Brendan - Mostly Harmless Econometrics: An Empiricist’s Companion (RePEc:bla:ecorec:v:87:y:2011:i:277:p:350-352)
by David Harris & Christopher L. Skeels - Efficient probabilistic forecasts for counts (RePEc:bla:jorssb:v:73:y:2011:i:2:p:253-272)
by Brendan P. M. McCabe & Gael M. Martin & David Harris - Econometric Modelling with Time Series (RePEc:cup:cbooks:9780521139816)
by Martin,Vance & Hurn,Stan & Harris,David - Econometric Modelling with Time Series (RePEc:cup:cbooks:9780521196604)
by Martin,Vance & Hurn,Stan & Harris,David - Principal Components Analysis of Cointegrated Time Series (RePEc:cup:etheor:v:13:y:1997:i:04:p:529-557_00)
by Harris, David - Some Limit Theory For Autocovariances Whose Order Depends On Sample Size (RePEc:cup:etheor:v:19:y:2003:i:05:p:829-864_19)
by Harris, David & McCabe, Brendan & Leybourne, Stephen - A Residual-Based Test For Stochastic Cointegration (RePEc:cup:etheor:v:22:y:2006:i:03:p:429-456_06)
by McCabe, Brendan & Leybourne, Stephen & Harris, David - Modified Kpss Tests For Near Integration (RePEc:cup:etheor:v:23:y:2007:i:02:p:355-363_07)
by Harris, David & Leybourne, Stephen & McCabe, Brendan - Testing For Long Memory (RePEc:cup:etheor:v:24:y:2008:i:01:p:143-175_08)
by Harris, David & McCabe, Brendan & Leybourne, Stephen - Testing For A Unit Root In The Presence Of A Possible Break In Trend (RePEc:cup:etheor:v:25:y:2009:i:06:p:1545-1588_99)
by Harris, David & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert - Heteroskedasticity-Robust Testing For A Fractional Unit Root (RePEc:cup:etheor:v:25:y:2009:i:06:p:1734-1753_99)
by Kew, Hsein & Harris, David - Local Asymptotic Power Of The Im-Pesaran-Shin Panel Unit Root Test And The Impact Of Initial Observations (RePEc:cup:etheor:v:26:y:2010:i:01:p:311-324_09)
by Harris, David & Harvey, David I. & Leybourne, Stephen J. & Sakkas, Nikolaos D. - Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion (RePEc:ect:emjrnl:v:7:y:2004:i:1:p:191-217)
by D. Harris & D. S. Poskitt - Stochastic cointegration: estimation and inference (RePEc:eee:econom:v:111:y:2002:i:2:p:363-384)
by Harris, David & McCabe, Brendan & Leybourne, Stephen - Riesz estimators (RePEc:eee:econom:v:136:y:2007:i:2:p:431-456)
by Aliprantis, Charalambos D. & Harris, David & Tourky, Rabee - The relative impact of the US and Japanese business cycles on the Australian economy (RePEc:eee:japwor:v:15:y:2003:i:1:p:111-129)
by Lee, Hyun-Hoon & Huh, Hyeon-Seung & Harris, David - The Applications of the Durbin-Watson Test to the Dynamic Regression Model Under Normal and Non-Normal Errors (RePEc:msh:ebswps:1995-6)
by King, M.L. & Harris, D.C. - Principal Components Analysis of Cointegrated Time Series (RePEc:msh:ebswps:1996-2)
by Harris, D. - Optimal Probabilistic Forecasts for Counts (RePEc:msh:ebswps:2009-7)
by Brendan P.M. McCabe & Gael M. Martin & David Harris - Unknown item RePEc:not:notgts:07/04 (paper)
- Unknown item RePEc:not:notgts:08/02 (paper)
- Riesz Estimators (RePEc:pur:prukra:1170)
by Aliprantis, C. D. & Harris, David & Tourky, Rabee - Panel Stationarity Tests with Cross-sectional Dependence (RePEc:wpa:wuwpem:0311005)
by David Harris & Steve Leybourne & Brendan McCabe - Testing for Stochastic Cointegration and Evidence for Present Value Models (RePEc:wpa:wuwpem:0311009)
by Brendan McCabe & Stephen Leybourne & David Harris