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Local asymptotic power of the Im-Peasaran-Shin panel unit root test and the impact of initial observations
Harris, David; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric theory 26 (2010) 1, pp. 311-324
Persistent link: https://www.econbiz.de/10003968586
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Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
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Real-time econometrics
Pesaran, M. Hashem; Timmermann, Allan - In: Econometric theory 21 (2005) 1, pp. 212-231
Persistent link: https://www.econbiz.de/10002674695
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Some limit theory for autocovariances whose order depends on sample size
Harris, David; McCabe, Brendan Peter Martin; Leybourne, … - In: Econometric theory 19 (2003) 5, pp. 829-864
Persistent link: https://www.econbiz.de/10001802822
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Multivariate linear rational expectations models : characterization of the nature of the solutions and their fully recursive computation
Binder, Michael - In: Econometric theory 13 (1997) 6, pp. 877-888
Persistent link: https://www.econbiz.de/10001236160
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Principal components analysis of cointegrated time series
Harris, David - In: Econometric theory 13 (1997) 4, pp. 529-557
Persistent link: https://www.econbiz.de/10001230725
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Adaptive long memory testing under heteroskedasticity
Harris, David; Kew, Hsein - In: Econometric theory 33 (2017) 3, pp. 755-778
Persistent link: https://www.econbiz.de/10011810197
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Semiparametric independence testing for time series of counts and the role of the support
Harris, David; McCabe, Brendan Peter Martin - In: Econometric theory 35 (2019) 6, pp. 1111-1145
Persistent link: https://www.econbiz.de/10012149280