Narrow search
Showing 1 - 10 of 101
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
Testing against stochastic trend and seasonality in the presence ofunattended breaks and unit roots
Busetti, Fabio - 2003
Persistent link: https://www.econbiz.de/10013439314
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
Locally optimal tests against seasonal unit roots
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001415830
Cover Image
On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert - In: Econometric theory 19 (2003) 2, pp. 311-321
Persistent link: https://www.econbiz.de/10001743408
Cover Image
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
Cover Image
On the asymptotic properties of some seasonal unit root tests
Taylor, Robert - 2002
Persistent link: https://www.econbiz.de/10001657891
Cover Image
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
Cover Image
Variance ratio tests of the seasonal unit root hypothesis
Taylor, Robert - In: Journal of econometrics 124 (2005) 1, pp. 33-54
Persistent link: https://www.econbiz.de/10002439367