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~subject:"Seasonal variations"
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Seasonal variations
Theorie
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147
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Unit root test
118
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111
Estimation theory
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Co-integration
19
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19
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wild bootstrap
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English
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Taylor, Robert
27
Rodrigues, Paulo M. M.
6
Smith, Richard J.
6
Barrio Castro, Tomás del
3
Franses, Philip Hans
3
Burridge, Peter
2
Leybourne, Stephen James
2
Osborn, Denise R.
2
Astill, S.
1
Barrio Castro, Tomas del
1
Cavaliere, Giuseppe
1
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1
Ercolani, Joanne S.
1
Harvey, David I.
1
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6
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3
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Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
2
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
3
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
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4
Locally optimal tests against seasonal unit roots
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001415830
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5
Detecting seasonal unit roots : an approach based on the sample autocorrelation function
Taylor, Robert
;
Leybourne, Stephen James
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
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6
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10000973971
Saved in:
7
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
8
[Rezension von: Miron, Jeffrey A., The economics of seasonal cycles]
Taylor, Robert
- In:
The economic journal : the journal of the Royal …
108
(
1998
)
448
,
pp. 875-877
Persistent link: https://www.econbiz.de/10001349843
Saved in:
9
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10001372320
Saved in:
10
Tests of the seasonal unit-root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
;
Smith, Richard J.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
2
,
pp. 192-207
Persistent link: https://www.econbiz.de/10001568817
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