D. Harris

Economics and Econometrics · Econometric Theory · 2003–2011

A researcher in the Science corpus: 4 papers; trusts 12 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

Whom D. Harris trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Pierre Perron
  2. Donald W. K. Andrews
  3. Serena Ng
  4. Tomoyoshi Yabu
  5. B. Hobijn
  6. David I. Harvey
  7. S. Leybourne
  8. Josep Lluís Carrion‐i‐Silvestre
  9. B. Hansen
  10. Brendan McCabe

Who trusts D. Harris overall

  1. David I. Harvey
  2. S. Leybourne
  3. Brendan McCabe

Papers from D. Harris's perspective

Ordered by how strongly the researchers D. Harris trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Structural breaks with deterministic and stochastic trends
  2. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
  3. GLS Detrending, Efficient Unit Root Tests and Structural Change
  4. Tests for Parameter Instability and Structural Change with Unknown Change Point
  5. Estimating deterministic trends with an integrated or stationary noise component
  6. Testing for Shifts in Trend With an Integrated or Stationary Noise Component
  7. Testing for unit roots in time series models with non-stationary volatility
  8. SOME LIMIT THEORY FOR AUTOCOVARIANCES WHOSE ORDER DEPENDS ON SAMPLE SIZE (Econometric Theory)
  9. The Jackknife and the Bootstrap for General Stationary Observations
  10. Least Squares Model Averaging

Their papers