Narrow search
Showing 1 - 10 of 89
Cover Image
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409492
Cover Image
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409493
Cover Image
The finite sample effects of deterministic variables on conventional methods of lag-selection in unit root tests
Taylor, Robert - In: Oxford bulletin of economics and statistics 62 (2000) 2, pp. 293-304
Persistent link: https://www.econbiz.de/10001510747
Cover Image
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.; Taylor, Robert - 1998
Persistent link: https://www.econbiz.de/10001396969
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Asymptotic distributions for regression-based seasonal unit root tests in a near-integrated model
Rodrigues, Paulo M. M.; Taylor, Robert - 2003
Persistent link: https://www.econbiz.de/10001772443
Cover Image
Variance shifts, structural breaks, and stationarity tests
Busetti, Fabio; Taylor, Robert - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 510-531
Persistent link: https://www.econbiz.de/10001807005