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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
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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
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Locally optimal tests against seasonal unit roots
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001415830
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On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter; Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001415834
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.; Taylor, Robert - 1995
Persistent link: https://www.econbiz.de/10000561591
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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
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Tests of stationarity against a change in persistence
Busetti, Fabio; Taylor, Robert - 2001
Persistent link: https://www.econbiz.de/10001687562
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An optimal test against a random walk component in a non-orthogonal unobserved components model
Bailey, Ralph W.; Taylor, Robert - In: The econometrics journal 5 (2002) 2, pp. 520-532
Persistent link: https://www.econbiz.de/10001713335
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Can tests for stochastic unit roots provide useful Portmanteau tests for persistence?
Taylor, Robert; Dijk, Dick van - In: Oxford bulletin of economics and statistics 64 (2002) 4, pp. 381-397
Persistent link: https://www.econbiz.de/10001705097
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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