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~isPartOf:"Journal of econometrics"
~language:"eng"
~language:"jpn"
~language:"lit"
~language:"por"
~language:"sqi"
~person:"Taylor, Robert"
~subject:"Estimation"
~subject:"Großbritannien"
~subject:"Seasonal component"
~subject:"Theory"
~subject:"United Kingdom"
~subject:"Welt"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
~type_genre:"Graue Literatur"
~type_genre:"No longer published / No longer aquired"
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Estimation
Großbritannien
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Welt
Time series analysis
18
Zeitreihenanalyse
18
Einheitswurzeltest
15
Unit root test
15
Estimation theory
12
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12
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9
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8
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7
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Taylor, Robert
Phillips, Peter C. B.
41
Linton, Oliver
22
Gouriéroux, Christian
18
Lee, Lung-fei
18
Koop, Gary
17
Ghysels, Eric
16
Pesaran, M. Hashem
16
Todorov, Viktor
16
Yu, Jun
16
Diebold, Francis X.
15
Swanson, Norman R.
15
Tauchen, George Eugene
15
Bollerslev, Tim
14
Hsiao, Cheng
14
Aït-Sahalia, Yacine
13
Schmidt, Peter
13
Xiao, Zhijie
13
Baltagi, Badi H.
12
Gao, Jiti
12
McAleer, Michael
12
Park, Joon Y.
12
Chib, Siddhartha
11
Corradi, Valentina
11
Granger, C. W. J.
11
Li, Qi
11
Maasoumi, Esfandiar
11
Renault, Eric
11
Steel, Mark F. J.
11
White, Halbert
11
Barnett, William A.
10
Hong, Yongmiao
10
Patton, Andrew J.
10
Robinson, Peter M.
10
Su, Liangjun
10
Timmermann, Allan
10
Dufour, Jean-Marie
9
Gallant, A. Ronald
9
Khalaf, Lynda
9
Kohn, Robert
9
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Journal of econometrics
Econometric theory
13
Econometric reviews
10
Department of Economics discussion paper / Department of Economics, The University of Birmingham
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Oxford bulletin of economics and statistics
5
The econometrics journal
4
Queen's Economics Department working paper
3
Asia Pacific business review
2
CREATES research paper
2
Journal of empirical finance
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
The economic journal : the journal of the Royal Economic Society
2
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1
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1
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1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion paper series : EDP
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of financial econometrics
1
Journal of time series econometrics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Temi di discussione del Servizio Studi / Banca d'Italia
1
The Manchester School
1
The journal of socio-economics
1
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1
Trade unions : resurgence or demise?
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
13
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1
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
2
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
Saved in:
3
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
Harris, David
;
Kew, Hsein
;
Taylor, Robert
- In:
Journal of econometrics
219
(
2020
)
2
,
pp. 354-388
Persistent link: https://www.econbiz.de/10012483394
Saved in:
4
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
5
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
6
Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 548-573
Persistent link: https://www.econbiz.de/10003571323
Saved in:
7
Variance ratio tests of the seasonal unit root hypothesis
Taylor, Robert
- In:
Journal of econometrics
124
(
2005
)
1
,
pp. 33-54
Persistent link: https://www.econbiz.de/10002439367
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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