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Bootstrap Score Tests for Frac...
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Statistical test
Time series analysis
108
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108
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97
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97
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94
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Taylor, Robert
27
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Cavaliere, Giuseppe
5
Astill, Sam
4
Busetti, Fabio
4
Georgiev, Iliyan
3
Taylor, A. M. Robert
3
Iacone, Fabrizio
2
Burridge, Peter
1
Cavaliere, Guiseppe
1
Demetrescu, Matei
1
Kim, Tae-hwan
1
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Journal of econometrics
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ECONIS (ZBW)
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Testing against stochastic trend and seasonality in the presence ofunattended breaks and unit roots
Busetti, Fabio
-
2003
Persistent link: https://www.econbiz.de/10013439314
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2
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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3
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
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4
On the properties of regression-based tests for seasonal unit roots in the presence of higher-order serial correlation
Burridge, Peter
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 374-379
Persistent link: https://www.econbiz.de/10001603262
Saved in:
5
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Taylor, Robert
;
Busetti, Fabio
-
2002
Persistent link: https://www.econbiz.de/10001663131
Saved in:
6
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio
;
Taylor, Robert
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 21-53
Persistent link: https://www.econbiz.de/10001787600
Saved in:
7
On robust trend function hypothesis testing
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
-
2005
Persistent link: https://www.econbiz.de/10002672015
Saved in:
8
Stationarity tests for irregulary spaced observations and the effects of sampling frequency on power
Busetti, Fabio
;
Taylor, Robert
- In:
Econometric theory
21
(
2005
)
4
,
pp. 757-794
Persistent link: https://www.econbiz.de/10003004722
Saved in:
9
Testing the null of co-integration in the presence of variance breaks
Cavaliere, Guiseppe
;
Taylor, Robert
-
2005
Persistent link: https://www.econbiz.de/10002929019
Saved in:
10
Stationarity tests under time-varying second moments
Cavaliere, Giuseppe
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002379273
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