Harris, David; McCabe, Brendan Semiparametric independence testing for time series of counts and the role of the support. (English) Zbl 1433.62260 Econom. Theory 35, No. 6, 1111-1145 (2019). MSC: 62M10 62G05 PDFBibTeX XMLCite \textit{D. Harris} and \textit{B. McCabe}, Econom. Theory 35, No. 6, 1111--1145 (2019; Zbl 1433.62260) Full Text: DOI
McCabe, Brendan P. M.; Martin, Gael M.; Harris, David Efficient probabilistic forecasts for counts. (English) Zbl 1411.62086 J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 2, 253-272 (2011). MSC: 62G05 62G20 62M20 PDFBibTeX XMLCite \textit{B. P. M. McCabe} et al., J. R. Stat. Soc., Ser. B, Stat. Methodol. 73, No. 2, 253--272 (2011; Zbl 1411.62086) Full Text: DOI
Harris, David; McCabe, Brendan; Leybourne, Stephen Testing for long memory. (English) Zbl 1280.62054 Econom. Theory 24, No. 1, 143-175 (2008). MSC: 62G10 62M10 60H40 62J05 62P20 65C05 PDFBibTeX XMLCite \textit{D. Harris} et al., Econom. Theory 24, No. 1, 143--175 (2008; Zbl 1280.62054) Full Text: DOI
Harris, David; Leybourne, Stephen; McCabe, Brendan Modified KPSS tests for near integration. (English) Zbl 1274.62593 Econom. Theory 23, No. 2, 355-363 (2007). MSC: 62M10 62M07 PDFBibTeX XMLCite \textit{D. Harris} et al., Econom. Theory 23, No. 2, 355--363 (2007; Zbl 1274.62593) Full Text: DOI
McCabe, Brendan; Leybourne, Stephen; Harris, David A residual-based test for stochastic cointegration. (English) Zbl 1125.62105 Econom. Theory 22, No. 3, 429-456 (2006). MSC: 62M10 62M07 62H15 PDFBibTeX XMLCite \textit{B. McCabe} et al., Econom. Theory 22, No. 3, 429--456 (2006; Zbl 1125.62105)
Harris, David; McCabe, Brendan; Leybourne, Stephen Some limit theory for autocovariances whose order depends on sample size. (English) Zbl 1441.62725 Econom. Theory 19, No. 5, 829-864 (2003). MSC: 62P20 62M10 62J05 60F17 PDFBibTeX XMLCite \textit{D. Harris} et al., Econom. Theory 19, No. 5, 829--864 (2003; Zbl 1441.62725) Full Text: DOI
Harris, David; McCabe, Brendan; Leybourne, Stephen Stochastic cointegration: estimation and inference. (English) Zbl 1099.62531 J. Econom. 111, No. 2, 363-384 (2002). MSC: 62M10 65C60 PDFBibTeX XMLCite \textit{D. Harris} et al., J. Econom. 111, No. 2, 363--384 (2002; Zbl 1099.62531) Full Text: DOI