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ECONOMETRIC THEORY MEMORIAL TO...
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RePEc
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1
ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION
Chambers, Marcus J.
;
Phillips, Peter C.B.
;
Taylor, A.M. …
- In:
Econometric Theory
25
(
2009
)
04
,
pp. 891-900
Persistent link: https://www.econbiz.de/10005004065
Saved in:
2
Variance ratio tests of the seasonal unit root hypothesis
Taylor, A.M.Robert
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10006749148
Saved in:
3
Tests of stationarity against a change in persistence
Busetti, Fabio
;
Taylor, A.M.Robert
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 33-66
Persistent link: https://www.econbiz.de/10006755282
Saved in:
4
On tests for changes in persistence
Leybourne, Stephen
;
Taylor, A.M.Robert
- In:
Economics letters
84
(
2004
)
1
,
pp. 107-116
Persistent link: https://www.econbiz.de/10006756737
Saved in:
5
Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M.M.
;
Taylor, A.M.Robert
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 35-74
Persistent link: https://www.econbiz.de/10006757762
Saved in:
6
Corrigendum to "Nonparametric tests for unit roots and cointegration" (J. Econom. 108 (2002) 343-363)
Breitung, Jörg
;
Taylor, A.M.Robert
- In:
Journal of econometrics
117
(
2003
)
2
,
pp. 401-404
Persistent link: https://www.econbiz.de/10006760749
Saved in:
7
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio
;
Taylor, A.M.Robert
- In:
Journal of econometrics
117
(
2003
)
1
,
pp. 21-54
Persistent link: https://www.econbiz.de/10006761308
Saved in:
8
DETECTING SEASONAL UNIT ROOTS: AN APPROACH BASED ON THE SAMPLE AUTOCORRELATION FUNCTION
Taylor, A.M.Robert
;
Leybourne, Stephen J.
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10007819985
Saved in:
9
Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, A.M.Robert
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 919
Persistent link: https://www.econbiz.de/10007761408
Saved in:
10
Fluctuation Tests for a Change in Persistence
Taylor, A.M.Robert
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 207-262
Persistent link: https://www.econbiz.de/10006426455
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