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Items where Author is "Harris, David"

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Number of items: 2.

Article

Harris, David and Kew, Hsein and Taylor, AM Robert (2020) 'Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem.' Journal of Econometrics. ISSN 0304-4076

Monograph

Harris, David and Kew, Hsein and Taylor, AM Robert (2019) Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem. Working Paper. Essex Finance Centre Working Papers, Colchester.

This list was generated on Thu Oct 29 06:39:24 2020 GMT.