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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, 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.

This list was generated on Mon Feb 6 06:37:46 2023 GMT.