Similar Search Results

Regression-based seasonal unit root tests with recursive mean adjustment

Taylor, Robert - 1999

Persistent link: https://www.econbiz.de/10001409492

Regression-based unit root tests with recursive mean adjustment for seasonal and nonseasonal time series

Taylor, Robert - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 269-281

Persistent link: https://www.econbiz.de/10001660383

On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity

Burridge, Peter; Taylor, Robert - In: Journal of econometrics 104 (2001) 1, pp. 91-117

Persistent link: https://www.econbiz.de/10001589527

On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity

Burridge, Peter; Taylor, Robert - 1999

Persistent link: https://www.econbiz.de/10001415834

Tests of stationarity against a change in persistence

Busetti, Fabio; Taylor, Robert - 2001

Persistent link: https://www.econbiz.de/10001687562

Regression-based tests for a change in persistence

Leybourne, Stephen James; Kim, Tae-hwan; Taylor, Robert - 2004

Persistent link: https://www.econbiz.de/10002117501

Tests of stationarity against a change in persistence

Busetti, Fabio; Taylor, Robert - In: Journal of econometrics 123 (2004) 1, pp. 33-66

Persistent link: https://www.econbiz.de/10002223712

Stationarity tests under time-varying second moments

Cavaliere, Giuseppe; Taylor, Robert - 2004

Persistent link: https://www.econbiz.de/10002379273

Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility

Cavaliere, Giuseppe - 2012

A number of recently published papers have focused on the problem of testing for a unit root in the case where the driving shocks may be unconditionally heteroskedastic. These papers have, however, assumed that the lag length in the unit root test regression is a deterministic function of the...

Persistent link: https://www.econbiz.de/10013112718

Bootstrap union tests for unit roots in the presence of nonstationary volatility

Smeekes, Stephan; Taylor, Robert - 2010

Persistent link: https://www.econbiz.de/10003985793