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Special issue of "Economic theory" on bootstrap and numerical methods in time series : guest editors' introduction

Taylor, Robert; Vogelsang, Timothy J. - In: Econometric theory 27 (2011) 5, pp. 929-932

Persistent link: https://www.econbiz.de/10009379769

Special issue on bootstrap and numerical methods in time series : papers presented at the second annual conference of the Granger Centre for Time Series Econometrics, held at the University of Nottingham on September 10 and 11, 2008

Taylor, Robert (contributor) - 2011

Persistent link: https://www.econbiz.de/10009379870

Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics

Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 177 (2013) 2, pp. 265-284

Persistent link: https://www.econbiz.de/10010255186

Testing for seasonal unit roots by frequency domain regression

Chambers, Marcus J.; Ercolani, Joanne S.; Taylor, Robert - In: Journal of econometrics 178 (2014) 1, pp. 243-258

Persistent link: https://www.econbiz.de/10010256166

Annals issue of Journal of Econometrics “Recent Advances in Time Series Econometrics” Guest Editors’ introduction : editorial

Elliott, Graham; Taylor, Robert - In: Journal of econometrics 178 (2014) 1, pp. 207-209

Persistent link: https://www.econbiz.de/10010256175

On the behavior of fixed-b trend break tests under fractional integration

Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 29 (2013) 2, pp. 393-418

Persistent link: https://www.econbiz.de/10009760001

Testing for a break in trend when the order of integration is unknown

Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Journal of econometrics 176 (2013) 1, pp. 30-45

Persistent link: https://www.econbiz.de/10009764402

Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets

Cavalierea, Giuseppe; Ørregard Nielsen, Morten; … - 2013 - 12-2013

We propose bootstrap implementations of the asymptotic Wald, likelihood ratio and Lagrange multiplier tests for the order of integration of a fractionally integrated time series. Our main purpose in doing so is to develop tests which are robust to both conditional and unconditional...

Persistent link: https://www.econbiz.de/10009743847

The flexible fourier form and local generalised least squares de-trended unit root tests

Rodrigues, Paulo M. M.; Taylor, Robert - In: Oxford bulletin of economics and statistics 74 (2012) 5, pp. 736-759

Persistent link: https://www.econbiz.de/10009712119

On augmented hegy tests for seasonal unit roots

Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - In: Econometric theory 28 (2012) 5, pp. 1121-1143

Persistent link: https://www.econbiz.de/10009714720