You can use a trick:
\begin{filecontents*}{\jobname.bib}
@techreport{doornik1994practical,
title={A practical test for univariate and multivariate normality},
author={Doornik, J.A. and Hansen, H.},
year={1994},
institution={Nuffield College, Oxford, UK, Discussion paper},
type={\notype},
}
\end{filecontents*}
\documentclass{article}
\usepackage{harvard}
\newcommand\notype[1]{\unskip}
\begin{document}
\nocite{*}
\bibliographystyle{agsm}
\bibliography{\jobname}
\end{document}

On the other hand, I believe that “Discussion paper” is the type:
\begin{filecontents*}{\jobname.bib}
@techreport{doornik1994practical,
title={A practical test for univariate and multivariate normality},
author={Doornik, J.A. and Hansen, H.},
year={1994},
institution={Nuffield College, Oxford, UK},
type={Discussion paper},
}
\end{filecontents*}
\documentclass{article}
\usepackage{harvard}
\begin{document}
\nocite{*}
\bibliographystyle{agsm}
\bibliography{\jobname}
\end{document}

Note that I used the filecontents* environment just to make the example self contained. Use your normal method with a separate bib file.
\bibliographystylecommand that's of interest.) – Mico Feb 14 '14 at 17:45