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~isPartOf:"Econometric reviews"
~isPartOf:"The econometrics journal"
~person:"Kunst, Robert M."
~person:"Taylor, Robert"
~source:"econis"
~subject:"Structural break"
~subject:"Zeitreihenanalyse"
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Structural break
Zeitreihenanalyse
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10
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10
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7
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6
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6
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Kunst, Robert M.
Taylor, Robert
Dagum, Estela Bee
7
Phillips, Peter C. B.
6
Teräsvirta, Timo
5
Kilian, Lutz
4
Perron, Pierre
4
Bianconcini, Silvia
3
Hodgson, Douglas J.
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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Econometric reviews
The econometrics journal
IHS economics series : working paper
11
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9
Reihe Ökonomie
8
Department of Economics discussion paper / Department of Economics, The University of Birmingham
5
CREATES research paper
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
2
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
3
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
4
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
5
Bootstrap determination of the co-integration rank in heteroskedastic var models
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric reviews
33
(
2014
)
5/6
,
pp. 606-650
Persistent link: https://www.econbiz.de/10010363896
Saved in:
6
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 250-264
Persistent link: https://www.econbiz.de/10001546195
Saved in:
7
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
Saved in:
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