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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
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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
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On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert - In: Econometric theory 19 (2003) 2, pp. 311-321
Persistent link: https://www.econbiz.de/10001743408
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On tests for double differencing : methods of demeaning and detrending and the role of initial values
Rodrigues, Paulo M. M.; Taylor, Robert - In: Econometric theory 20 (2004) 1, pp. 95-115
Persistent link: https://www.econbiz.de/10001904794
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Stationarity tests for irregulary spaced observations and the effects of sampling frequency on power
Busetti, Fabio; Taylor, Robert - In: Econometric theory 21 (2005) 4, pp. 757-794
Persistent link: https://www.econbiz.de/10003004722
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Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model
Rodrigues, Paulo M. M.; Taylor, Robert - In: Econometric theory 20 (2004) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10002163033
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Special issue of Econometric theory in honor of Paul Newbold : guest editors' introduction
Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 6, pp. 1451-1456
Persistent link: https://www.econbiz.de/10003904365
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Testing for a unit root in the presence of a possible break in trend
Harris, David; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric theory 25 (2009) 6, pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
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Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric theory 24 (2008) 1, pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
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Testing for unit roots in the presence of a possible break in trend and nonstationary volatility
Cavaliere, Giuseppe; Harvey, David I.; Leybourne, … - In: Econometric theory 27 (2011) 5, pp. 957-991
Persistent link: https://www.econbiz.de/10009379762