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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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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
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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