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Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409492
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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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An optimal test against a Random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W. - 2000
Persistent link: https://www.econbiz.de/10013442514
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Unbiased estimation as a solution to testing for random walks
Abadir, Karim Maher - In: Economics letters 47 (1995) 3, pp. 263-268
Persistent link: https://www.econbiz.de/10001178227
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Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher - In: The econometrics journal 26 (2023) 1, pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
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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
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Robust stationarity tests in seasonal time series processes
Taylor, Robert - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 156-163
Persistent link: https://www.econbiz.de/10001728891
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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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Fluctuation tests for a change in persistence
Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002141954
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Autocovariance functions of series and of their transforms
Abadir, Karim Maher; Talmain, Gabriel - 1998
Persistent link: https://www.econbiz.de/10001397921