David I. Harvey

Economics and Econometrics · 2000–2016

A researcher in the Science corpus: 14 papers; trusts 33 researchers and is trusted by 32 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 79 citations into it; #2,698 of 23,481 by trust here, #4,221 by citations
• Finance — 30 citations into it; #2,300 of 10,518 by trust here, #4,165 by citations
• Statistics and Probability — 21 citations into it; #3,186 of 12,932 by trust here, #4,132 by citations
• Management Science and Operations Research — 15 citations into it; #3,249 of 11,946 by trust here, #5,092 by citations

Whom David I. Harvey trusts overall

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

1. Pierre Perron
2. Serena Ng
3. Peter C. B. Phillips
4. S. Leybourne
5. Donald W. K. Andrews
6. Alan M. Taylor
7. Giuseppe Cavaliere
8. J. Breitung
9. Jushan Bai
10. D. Harris

Who trusts David I. Harvey overall

1. Stephan Popp
2. P. R. Hansen
3. Giuseppe Cavaliere
4. Pierre Perron
5. Junsoo Lee
6. Peter C. B. Phillips
7. Paresh Kumar Narayan
8. David E. Rapach
9. S. Leybourne
10. Christian Bayer

Papers from David I. Harvey's perspective

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

1. Tests for Parameter Instability and Structural Change with Unknown Change Point
2. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
3. Computation and Analysis of Multiple Structural-Change Models
4. GLS Detrending, Efficient Unit Root Tests and Structural Change
5. Generalized autoregressive conditional heteroskedasticity
6. Structural breaks with deterministic and stochastic trends
7. Trends and random walks in macroeconmic time series: Some evidence and implications
8. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
9. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
10. CONSISTENT COVARIANCE MATRIX ESTIMATION FOR LINEAR PROCESSES (Econometric Theory)

Their papers

• Innovational Outlier Unit Root Tests with an Endogenously Determined Break in Level (2001) — 59 citations
• A simple, robust and powerful test of the trend hypothesis (2007) — 83 citations
• Tests for multiple forecast encompassing (2000) — 111 citations
• UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (2009) — 135 citations
• SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (2009) — 102 citations
• Tests for explosive financial bubbles in the presence of non-stationary volatility☆ (2016) — 150 citations
• Forecast Combination and Encompassing (2009) — 149 citations
• TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (2009) — 89 citations
• The Prebisch-Singer Hypothesis: Four Centuries of Evidence (2010) — 273 citations
• Analysis of a panel of UK macroeconomic forecasts (2001) — 48 citations
• Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics (2013) — 69 citations
• A Powerful Test for Linearity When the Order of Integration is Unknown (2007) — 192 citations
• Modified tests for a change in persistence (2004) — 116 citations
• Unit roots and double smooth transitions (2002) — 67 citations