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Testing for Co-Integration in Vector Autoregressions with Non-Stationary Volatility

Cavaliere, Giuseppe - 2009

Many key macro-economic and financial variables are characterised by permanent changes in unconditional volatility. In this paper we analyse vector autoregressions with non-stationary (unconditional) volatility of a very general form, which includes single and multiple volatility breaks as...

Persistent link: https://www.econbiz.de/10012720348

Additional critical values and asymptotic representations for seasonal unit root tests

Smith, Richard J.; Taylor, A. M. Robert - In: Journal of Econometrics 85 (1998) 2, pp. 269-288

Persistent link: https://www.econbiz.de/10005192331

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/10005122870

The weaving of cotton and allied textiles in Great Britain : an industry survey with special reference to the diffusion of shuttleless looms

Smith, R. J. - In: National Institute economic review 53 (1970) 3, pp. 54-69

Persistent link: https://www.econbiz.de/10002816995

Financial techniques available for the control of maintenance costs

Taylor, R. - 1978

Persistent link: https://www.econbiz.de/10002904137

A note on likelihood ratio tests for the independence between a subset of stochastic regressors and disturbances

Smith, Richard J. - In: International economic review 25 (1984) 1, pp. 263-269

Persistent link: https://www.econbiz.de/10002818584

Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation : received 5.3.1984

Smith, Richard J. - In: Economics letters 17 (1985) 1/2, pp. 87-90

Persistent link: https://www.econbiz.de/10002818588

The need for an incomes policy

Taylor, Robert - In: Incomes policy, (pp. 149-167). 1981

Persistent link: https://www.econbiz.de/10002903610

The mechanical heart : a survey of the Midlands

Taylor, Robert - In: The economist 245 (1972), pp. 32

Persistent link: https://www.econbiz.de/10002903627

Afforestation and fuelwood in China

Taylor, Robert - In: Development digest : a quarterly journal of excerpts, … 17 (1979) 4, pp. 31-35

Persistent link: https://www.econbiz.de/10002903680

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