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The finite sample effects of deterministic variables on conventional methods of lag-selection in unit root tests
Taylor, Robert - In: Oxford bulletin of economics and statistics 62 (2000) 2, pp. 293-304
Persistent link: https://www.econbiz.de/10001510747
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Can tests for stochastic unit roots provide useful Portmanteau tests for persistence?
Taylor, Robert; Dijk, Dick van - In: Oxford bulletin of economics and statistics 64 (2002) 4, pp. 381-397
Persistent link: https://www.econbiz.de/10001705097
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Fluctuation tests for a change in persistence
Taylor, Robert - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
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The flexible fourier form and local generalised least squares de-trended unit root tests
Rodrigues, Paulo M. M.; Taylor, Robert - In: Oxford bulletin of economics and statistics 74 (2012) 5, pp. 736-759
Persistent link: https://www.econbiz.de/10009712119
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Unit root testing under a local break in trend using partial information on the break date
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Oxford bulletin of economics and statistics 76 (2014) 1, pp. 93-111
Persistent link: https://www.econbiz.de/10010439613
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Regression-based tests for a change in persistence
Leybourne, Stephen James; Kim, Tae-hwan; Taylor, Robert - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 595-621
Persistent link: https://www.econbiz.de/10003379177
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On the power of GLS-type unit root tests
Burridge, Peter; Taylor, Robert - In: Oxford bulletin of economics and statistics 62 (2000) 5, pp. 633-645
Persistent link: https://www.econbiz.de/10003465518
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Testing for a change in persistence in the presence of a volatility shift
Cavaliere, Giuseppe; Taylor, Robert - In: Oxford bulletin of economics and statistics 68 (2006), pp. 761-781
Persistent link: https://www.econbiz.de/10003393459
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Robust and powerful tests for nonlinear deterministic components
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Oxford bulletin of economics and statistics 77 (2015) 6, pp. 780-799
Persistent link: https://www.econbiz.de/10011396540
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Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - In: Oxford bulletin of economics and statistics 77 (2015) 5, pp. 740-759
Persistent link: https://www.econbiz.de/10011383823