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Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M.M.; Taylor, A.M.Robert - In: Journal of econometrics 120 (2004) 1, pp. 35-74
Persistent link: https://www.econbiz.de/10006757762
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Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M.M.; Taylor, A.M.Robert - In: Journal of econometrics 141 (2007) 2, pp. 548-573
Persistent link: https://www.econbiz.de/10007859778
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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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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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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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Bootstrapping the HEGY seasonal unit root tests
Burridge, Peter; Robert Taylor, A.M. - In: Journal of econometrics 123 (2004) 1, pp. 67-88
Persistent link: https://www.econbiz.de/10006755281
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Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio; Leybourne, Stephen J.; Robert Taylor, A.M. - In: Journal of econometrics 176 (2013) 1, pp. 30-45
Persistent link: https://www.econbiz.de/10010131792
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Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.; Robert Taylor, A.M. - In: Journal of econometrics 105 (2001) 2, pp. 309-336
Persistent link: https://www.econbiz.de/10006772245