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Testing for parameter instability in predictive regression models
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of econometrics 204 (2018) 1, pp. 101-118
Persistent link: https://www.econbiz.de/10011974719
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Special issue of Econometric theory in honor of Professor Richard J. Smith : guest editors' introduction
Jansson, Michael (ed.); Taylor, Robert (ed.);  … - In: Econometric theory 34 (2018) 2, pp. 247-252
Persistent link: https://www.econbiz.de/10011950951
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Unit root inference for non-stationary linear processes driven by infinite variance innovations
Cavaliere, Giuseppe; Georgiev, Iliyan; Taylor, Robert - In: Econometric theory 34 (2018) 2, pp. 302-348
Persistent link: https://www.econbiz.de/10011950958
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Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del; Rodrigues, Paulo M. M.; … - In: Econometric theory 34 (2018) 2, pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
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Special issue of the journal of empirical finance guest editors' introduction
Kellard, Neil; Taylor, Robert - In: Journal of empirical finance 38 (2016), pp. 513-515
Persistent link: https://www.econbiz.de/10011663326
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Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.; Leybourne, Stephen James; Sollis, Robert - In: Journal of empirical finance 38 (2016), pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
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Special issue: Recent developments in financial econometrics and empirical finance
Kellard, Neil (ed.); Taylor, Robert (ed.) - 2016
Persistent link: https://www.econbiz.de/10011664362
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Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
Harris, David; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 192 (2016) 2, pp. 451-467
Persistent link: https://www.econbiz.de/10011704729
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Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; … - 2016
Persistent link: https://www.econbiz.de/10011624059
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The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - In: Econometric reviews 35 (2016) 1/4, pp. 122-168
Persistent link: https://www.econbiz.de/10011549897