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1
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10001546195
Saved in:
2
An optimal test against a random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.
;
Taylor, Robert
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 520-532
Persistent link: https://www.econbiz.de/10001713335
Saved in:
3
Seasonal unit root tests and the role of initial conditions
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 409-442
Persistent link: https://www.econbiz.de/10003802328
Saved in:
4
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
5
Editorial: Royal Economic Society Annual Conference 2009 : special issue on factor models ; theoretical and applied perspectives
Perron, Pierre
;
Smith, Richard J.
- In:
The econometrics journal
14
(
2011
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10009007084
Saved in:
6
Royal Economic Society Annual Conference 2008 : special issue on financial econometrics
Fan, Jianqing
(
contributor
);
Smith, Richard J.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003913779
Saved in:
7
Tenth anniversary special issue
Smith, Richard J.
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003876791
Saved in:
8
Royal Economic Society Annual Conference 2014 special issue on large dimensional models
Patton, Andrew J.
;
Smith, Richard J.
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10011487477
Saved in:
9
Royal Economic Society Annual Conference 2010 : special Issue on econometrics of inequality ; editorial
Chernozhukov, Victor
;
Schluter, Christian
;
Whang, Yoon-jae
- In:
The econometrics journal
15
(
2012
)
1
,
pp. 1-2
Persistent link: https://www.econbiz.de/10009522892
Saved in:
10
An automatic leading indicator of economic activity: Forecasting GDP growth for European countries
Camba-Mendez, Gonzalo
;
Kapetanios, George
;
Smith, Richard J.
- In:
The econometrics journal
4
(
2001
)
1
,
pp. S56
Persistent link: https://www.econbiz.de/10007486737
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