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A/PROF DAVID HARRIS



Contact Details

Organization: Economics
Position: ASSOCIATE PROFESSOR
Email:
Homepage: http://www.economics.unimelb.edu.au/staffprofile/dharris.htm
Work: 8344 7198
Fax: 8344 6899
Room: 525
Level: 05
Building: Economics And Commerce
Campus: Parkville

Research Expertise and International Linkages

Research Expertise

Research Interest Key Words Country of Expertise
Time Series Analysis Econometric Theory Australia

International Linkages

Country Establishment Collaboration
United Kingdom University of Nottingham Research
United Kingdom University of Liverpool Research

Qualifications, Honours, Fellowships and Other Awards

Qualifications

Title Institution Date Awarded Abbreviation
Doctor of Philosophy Monash University 12-Mar-1995

Government Research Classifications

Research Fields, Courses and Discipline Classifications

Socio-Economic Objective Classifications

Grants and Contracts

Research Grants, Contracts and Consultancies awarded to the University of Melbourne as the administering institution (since 2003) as recorded in Themis Agreements.

Grants

Title Role Funding Source Scheme Award Date
Persistence in Economic Time Series: Interpretation, Measurement & Interference Chief Investigator AUST RESEARCH COUNCIL Discovery Projects 16/06/2003
NEW STATISTICAL PROCEDURES FOR ANALYSING DEPENDENCE IN NON-GAUSSIAN TIME SERIES DATA Chief Investigator MONASH UNIVERSITY Discovery Projects (AUST RESEARCH COUNCIL) 05/05/2006

Publications

Publications produced at the University of Melbourne and reported in the Annual Publications Collection and 'Research Report' since 2001. The Themis Publications module, released in November 2006, allows additional publications from previous institutions and publications from past years to be entered.

Publications in 2007

Journal Articles

  • Modified KPSS tests for near integration
    Year: 2007
    Journal: Econometric Theory
    Volume: 23
    Issue: 2
    Page numbers: 355-363
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  • Riesz estimators
    Year: 2007
    Journal: Journal of Econometrics
    Volume: 136
    Issue: 2
    Page numbers: 431-456
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Publications in 2006

Journal Articles

  • A residual-based test for stochastic cointegration
    Year: 2006
    Journal: Econometric Theory
    Volume: 22
    Issue: 3
    Page numbers: 429-456
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  • Continuous piecewise linear functions
    Year: 2006
    Journal: Macroeconomic Dynamics
    Volume: 10
    Issue: 1
    Page numbers: 77-99
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Publications in 2005

Journal Articles

  • Panel stationarity tests for Purchasing Power Parity with Cross-Sectional Dependence
    Year: 2005
    Journal: Journal of Business and Economic Statistics
    Volume: 23
    Page numbers: 395-409
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Publications in 2004

Journal Articles

  • Determination of cointegrating rank in partially non-stationary processes via a generalised von-Neumann criterion
    Year: 2004
    Journal: The Econometrics Journal
    Volume: 7
    Issue: 1
    Page numbers: 191-217
    Publisher: Blackwell Publishers
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Publications in 2003

Journal Articles

  • Some limit theory for autocovariances whose order depends on sample size
    Year: 2003
    Journal: Econometric Theory
    Volume: 19
    Issue: 5
    Page numbers: 829-864
    Publisher: Cambridge University Press
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  • The accuracy of housing forecasting in Australia
    Year: 2003
    Journal: Engineering, Construction and Architectural Management
    Volume: 10
    Issue: 4
    Page numbers: 245-253
    Publisher: Blackwell Science
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Publications in 2002

Journal Articles

  • Stochastic cointegration: Estimation and inference
    Year: 2002
    Journal: Journal of Econometrics
    Volume: 111
    Issue: 2
    Page numbers: 363-384
    Publisher: Elsevier Science
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