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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
22611997
Tests for forecast encompassing
DS Harvey, SJ Leybourne, P Newbold
Journal of Business & Economic Statistics 16 (2), 254-259, 1998
9361998
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
4202010
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
2582008
Forecast combination and encompassing
P Newbold, DI Harvey
A companion to economic forecasting, 268-283, 2002
2042002
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
1852016
Testing for time series linearity
DI Harvey, SJ Leybourne
The Econometrics Journal 10 (1), 149-165, 2007
1652007
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
1482009
Tests for multiple forecast encompassing
D Harvey, P Newbold
Journal of Applied Econometrics 15 (5), 471-482, 2000
1302000
Modified tests for a change in persistence
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 134 (2), 441-469, 2006
1292006
Simple, robust, and powerful tests of the breaking trend hypothesis
DI Harvey, SJ Leybourne, AMR Taylor
Econometric Theory 25 (4), 995-1029, 2009
1252009
A simple, robust and powerful test of the trend hypothesis (vol 141, pg 1302, 2007)
DI Harvey, SJ Leybourne, AM Taylor
JOURNAL OF ECONOMETRICS 143 (2), 396-397, 2008
96*2008
Erratum to “A simple, robust and powerful test of the trend hypothesis”[Journal of Econometrics 141 (2)(2007) 1302-1330]
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 143 (2), 396, 2008
96*2008
A simple, robust and powerful test of the trend hypothesis
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 141 (2), 1302-1330, 2007
962007
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
952009
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
862013
Combining probability forecasts
MP Clements, DI Harvey
International Journal of Forecasting 27 (2), 208-223, 2011
862011
Long-run commodity prices, economic growth, and interest rates: 17th century to the present day
DI Harvey, NM Kellard, JB Madsen, ME Wohar
World Development 89, 57-70, 2017
722017
Forecast encompassing tests and probability forecasts
MP Clements, DI Harvey
Journal of Applied Econometrics 25 (6), 1028-1062, 2010
692010
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
662001
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