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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
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Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M. M.; Taylor, Robert - In: Journal of econometrics 120 (2004) 1, pp. 35-73
Persistent link: https://www.econbiz.de/10001998863
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Stationarity tests for irregulary spaced observations and the effects of sampling frequency on power
Busetti, Fabio; Taylor, Robert - In: Econometric theory 21 (2005) 4, pp. 757-794
Persistent link: https://www.econbiz.de/10003004722
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Tests of stationarity against a change in persistence
Busetti, Fabio; Taylor, Robert - In: Journal of econometrics 123 (2004) 1, pp. 33-66
Persistent link: https://www.econbiz.de/10002223712
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Bootstrapping the HEGY seasonal unit root tests
Burridge, Peter; Taylor, Robert - In: Journal of econometrics 123 (2004) 1, pp. 67-87
Persistent link: https://www.econbiz.de/10002223722
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Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model
Rodrigues, Paulo M. M.; Taylor, Robert - In: Econometric theory 20 (2004) 4, pp. 645-670
Persistent link: https://www.econbiz.de/10002163033
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On tests for changes in persistence
Leybourne, Stephen James; Taylor, Robert - In: Economics letters 84 (2004) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10002095878
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Testing the null of co-integration in the presence of variance breaks
Cavaliere, Guiseppe; Taylor, Robert - 2005
Persistent link: https://www.econbiz.de/10002929019
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Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002472249
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Stationarity tests under time-varying second moments
Cavaliere, Giuseppe; Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002379273