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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Taylor, Robert; Busetti, Fabio - 2002
Persistent link: https://www.econbiz.de/10001663131
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On tests for double differencing : some extensions and the role of initial values
Taylor, Robert; Rodrigues, Paulo M. M. - 2002
Persistent link: https://www.econbiz.de/10001663134
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On the asymptotic properties of some seasonal unit root tests
Taylor, Robert - 2002
Persistent link: https://www.econbiz.de/10001657891
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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
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Regression-based tests for a change in persistence
Leybourne, Stephen James; Kim, Tae-hwan; Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002117501
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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Busetti, Fabio; Taylor, Robert - In: Journal of econometrics 117 (2003) 1, pp. 21-53
Persistent link: https://www.econbiz.de/10001787600
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Fluctuation tests for a change in persistence
Taylor, Robert - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
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On robust trend function hypothesis testing
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - 2005
Persistent link: https://www.econbiz.de/10002672015
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Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe; Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002672016
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On tests for double differencing : methods of demeaning and detrending and the role of initial values
Rodrigues, Paulo M. M.; Taylor, Robert - In: Econometric theory 20 (2004) 1, pp. 95-115
Persistent link: https://www.econbiz.de/10001904794