David Harvey
David Harvey
Professor of Econometrics, University of Nottingham
Verified email at nottingham.ac.uk - Homepage
Title
Cited by
Cited by
Year
Testing the equality of prediction mean squared errors
D Harvey, S Leybourne, P Newbold
International Journal of forecasting 13 (2), 281-291, 1997
15461997
Tests for forecast encompassing
DS Harvey, SJ Leybourne, P Newbold
Journal of Business & Economic Statistics 16 (2), 254-259, 1998
7611998
The Prebisch-Singer hypothesis: four centuries of evidence
DI Harvey, NM Kellard, JB Madsen, ME Wohar
The review of Economics and Statistics 92 (2), 367-377, 2010
2902010
Forecast combination and encompassing
P Newbold, DI Harvey
A companion to economic forecasting, 268-283, 2002
1722002
Unit root testing in practice: dealing with uncertainty over the trend and initial condition
DI Harvey, SJ Leybourne, AMR Taylor
University of Nottingham, Granger Centre for Time Series Econometrics …, 2007
1192007
Tests for multiple forecast encompassing
D Harvey, P Newbold
Journal of Applied Econometrics 15 (5), 471-482, 2000
1182000
Unit root testing in practice: dealing with uncertainty over the trend and initial condition
DI Harvey, SJ Leybourne, AMR Taylor
Econometric theory 25 (3), 587-636, 2009
1162009
A powerful test for linearity when the order of integration is unknown
DI Harvey, SJ Leybourne, B Xiao
Studies in Nonlinear Dynamics & Econometrics 12 (3), 2008
1112008
Simple, robust, and powerful tests of the breaking trend hypothesis
DI Harvey, SJ Leybourne, AMR Taylor
Econometric Theory 25 (4), 995-1029, 2009
1072009
Modified tests for a change in persistence
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 134 (2), 441-469, 2006
1052006
Tests for explosive financial bubbles in the presence of non-stationary volatility
DI Harvey, SJ Leybourne, R Sollis, AMR Taylor
Journal of Empirical Finance 38, 548-574, 2016
912016
Testing for time series linearity
DI Harvey, SJ Leybourne
The Econometrics Journal 10 (1), 149-165, 2007
852007
Testing for a unit root in the presence of a possible break in trend
D Harris, DI Harvey, SJ Leybourne, AMR Taylor
Econometric Theory 25 (6), 1545-1588, 2009
822009
A simple, robust and powerful test of the trend hypothesis
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 141 (2), 1302-1330, 2007
792007
Combining probability forecasts
MP Clements, DI Harvey
International Journal of Forecasting 27 (2), 208-223, 2011
612011
Innovational outlier unit root tests with an endogenously determined break in level
DI Harvey, SJ Leybourne, P Newbold
Oxford Bulletin of Economics and Statistics 63 (5), 559-575, 2001
602001
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 177 (2), 265-284, 2013
572013
Forecast combination and encompassing
MP Clements, DI Harvey
Palgrave handbook of econometrics, 169-198, 2009
552009
Analysis of a panel of UK macroeconomic forecasts
DI Harvey, SJ Leybourne, P Newbold
The Econometrics Journal 4 (1), S37-S55, 2001
552001
Forecast encompassing tests and probability forecasts
MP Clements, DI Harvey
Journal of Applied Econometrics 25 (6), 1028-1062, 2010
512010
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