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Search: person:"Taylor, A. M. Robert"
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Theorie
9
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Zeitreihenanalyse
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Taylor, Robert
13
Cavaliere, Giuseppe
9
Harvey, David I.
3
Leybourne, Stephen James
3
Trenkler, Carsten
2
Astill, Sam
1
Barrio Castro, Tomás del
1
Boswijk, Herman Peter
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Cavaliere, Guiseppe
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De Angelis, Luca
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Georgiev, Iliyan
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Maasoumi, Esfandiar
1
Osborn, Denise R.
1
Phillips, Peter C. B.
1
Rahbek, Anders
1
Skrobotov, Anton
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Smeekes, Stephan
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Taylor, A. M. Robert
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Taylor, A.M.Robert
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Econometric reviews
Econometric theory
49
Journal of econometrics
49
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
22
Econometric Theory
22
Department of Economics discussion paper / Department of Economics, The University of Birmingham
19
Journal of Econometrics
19
Oxford bulletin of economics and statistics
16
Journal of Time Series Analysis
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Oxford Bulletin of Economics and Statistics
9
Econometric Reviews
7
CREATES Research Papers
6
CREATES research paper
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Studies in Nonlinear Dynamics & Econometrics
6
Journal of Business & Economic Statistics
5
Journal of empirical finance
5
Discussion Papers / Økonomisk Institut, Københavns Universitet
4
Discussion papers / Department of Economics, University of Copenhagen
4
Economics letters
4
Quaderni di Dipartimento
4
Queen's Economics Department working paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The econometrics journal
4
CREATES Research Paper
3
Discussion papers in economics
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Queen's Economics Department Working Paper
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Discussion Papers / Department of Economics, University of Birmingham
2
Discussion Papers / School of Economics, University of Nottingham
2
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Econometrics Journal
2
Economics Letters
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Economics discussion paper series : EDP
2
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
2
Journal of Applied Econometrics
2
Research Memoranda / Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization
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Research Memorandum / Graduate School of Business and Economics (GSBE), School of Business and Economics
2
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ECONIS (ZBW)
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1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
In memory of Michael McAleer : special issue of Econometric Reviews
Maasoumi, Esfandiar
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 700-702
Persistent link: https://www.econbiz.de/10014420353
Saved in:
3
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
4
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:
5
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:
6
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
7
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:
8
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:
9
Wild bootstrap of the sample mean in the infite variance case
Cavaliere, Giuseppe
;
Georgiev, Iliyan
;
Taylor, Robert
- In:
Econometric reviews
32
(
2013
)
1/4
,
pp. 204-219
Persistent link: https://www.econbiz.de/10009717796
Saved in:
10
Bootstrap cointegration rank testing : the role of deterministic variables and initial values in the bootstrap recursion
Cavaliere, Giuseppe
;
Taylor, Robert
;
Trenkler, Carsten
- In:
Econometric reviews
32
(
2013
)
7
,
pp. 814-847
Persistent link: https://www.econbiz.de/10009758616
Saved in:
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