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~person:"Taylor, Robert"
~subject:"Theory"
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Search: subject:"Heteroskedastizität"
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Heteroscedasticity
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Taylor, Robert
Lütkepohl, Helmut
25
Anatolyev, Stanislav
10
Sun, Yixiao
10
Gonçalves, Sílvia
8
Kilian, Lutz
8
West, Kenneth D.
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7
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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6
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5
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5
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5
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5
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5
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5
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4
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Econometric theory
2
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1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
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1
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ECONIS (ZBW)
8
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1
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
2
Determining the cointegration rank in heteroskedastic VAR models of unknown order
Cavaliere, Giuseppe
;
De Angelis, Luca
;
Rahbek, Anders
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 349-382
Persistent link: https://www.econbiz.de/10011950959
Saved in:
3
Cointegration rank testing under conditional heteroskedasticity
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1719-1760
Persistent link: https://www.econbiz.de/10008738343
Saved in:
4
Determination of the number of common stochastic trends under conditional heteroskedasticity
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Estudios de economía aplicada : revista promovida por …
28
(
2010
)
3
,
pp. 519-551
Persistent link: https://www.econbiz.de/10009712288
Saved in:
5
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
- In:
Journal of econometrics
104
(
2001
)
1
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001589527
Saved in:
6
Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
;
Smith, Richard J.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
Saved in:
7
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
8
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001415834
Saved in:
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