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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
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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
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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
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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
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Cointegration rank inference with stationary regressors in VAR models
Rahbek, Anders; Mosconi, Rocco - In: The econometrics journal 2 (1999) 1, pp. 76-91
Persistent link: https://www.econbiz.de/10001449262
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Vector equilibrium correction models with non-linear discontinuous adjustments
Bec, Frédérique; Rahbek, Anders - In: The econometrics journal 7 (2004) 2, pp. 628-651
Persistent link: https://www.econbiz.de/10002463704
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An I(2) cointegration model with piecewise linear trends
Kurita, Takamitsu; Bohn Nielsen, Heino; Rahbek, Anders - In: The econometrics journal 14 (2011) 2, pp. 131-155
Persistent link: https://www.econbiz.de/10009381889
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Multivariate variance targeting in the BEKK–GARCH model
Pedersen, Rasmus Søndergaard; Rahbek, Anders - In: The econometrics journal 17 (2014) 1, pp. 24-55
Persistent link: https://www.econbiz.de/10010498760
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Penalized quasi-likelihood estimation and model selection with parameters on the boundary of the parameter space
Bohn Nielsen, Heino; Rahbek, Anders - In: The econometrics journal 27 (2024) 1, pp. 107-125
Persistent link: https://www.econbiz.de/10014528095
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Testing the unit root hypothesis using generalized range statistics
Cavaliere, Giuseppe - In: The econometrics journal 4 (2001) 1, pp. 70-88
Persistent link: https://www.econbiz.de/10001612283