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Testing for a change in persistence in the presence of non-stationary volatility
Cavaliere, Giuseppe; Taylor, A.M. Robert - In: Journal of econometrics 147 (2008) 1, pp. 84-99
Persistent link: https://www.econbiz.de/10008898203
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Corrigendum to “Modified tests for a change in persistence” [J. Econom. 134 (2006) 441–469]
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 168 (2012) 2, pp. 407-408
Persistent link: https://www.econbiz.de/10009969409
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Testing for unit roots in the presence of uncertainty over both the trend and initial condition
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 169 (2012) 2, pp. 188-196
Persistent link: https://www.econbiz.de/10009987057
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Unit root testing under a local break in trend
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 167 (2012) 1, pp. 140-168
Persistent link: https://www.econbiz.de/10009825299
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Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.; Leybourne, Stephen J.; Taylor, A.M. Robert - In: Journal of econometrics 157 (2010) 2, pp. 342-359
Persistent link: https://www.econbiz.de/10008433397
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Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe; Taylor, A.M.Robert - In: Journal of econometrics 140 (2007) 2, pp. 919
Persistent link: https://www.econbiz.de/10007761408
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Testing for a change in persistence in the presence of non-stationary volatility
Cavaliere, Giuseppe; Taylor, A.M.Robert - In: Journal of econometrics 147 (2008) 1, pp. 84-98
Persistent link: https://www.econbiz.de/10008143202
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Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe; Lu, Ye; Rahbek, Anders; … - In: Journal of econometrics 235 (2023) 1, pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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Testing for unit roots in bounded time series
Cavaliere, Giuseppe; Fang, Xu - In: Journal of econometrics 178 (2014) 1, pp. 259-272
Persistent link: https://www.econbiz.de/10010256162
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Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe; Rahbek, Anders; Taylor, Robert - In: Journal of econometrics 158 (2010) 1, pp. 7-24
Persistent link: https://www.econbiz.de/10008826880