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Publications by David I Harvey

Seasonal Unit Root Tests With Seasonal Mean Shifts

Economics Letters
EconomicsFinanceEconometrics
2002English

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Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts

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1997English

Regression-Based Seasonal Unit Root Tests

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2009English

Semi-Parametric Seasonal Unit Root Tests

Econometric Theory
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On Phillips–perron-Type Tests for Seasonal Unit Roots

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1998English

Unit Root Tests for Time Series With Level Shifts: A Comparison of Different Proposals

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On LM-type Tests for Seasonal Unit Roots in the Presence of a Break in Trend

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Unit Root Tests and Heavy-Tailed Innovations

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Panel Unit Root Tests and Spatial Dependence

Journal of Applied Econometrics
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2007English

Bootstrap Unit Root Tests in Panels With Cross-Sectional Dependency

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