Items where Author is "Harris, David"
 | Up a level |
Group by: Item Type | No Grouping
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, 219 (2). pp. 354-388. DOI https://doi.org/10.1016/j.jeconom.2020.03.008
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.