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~person:"Iacone, Fabrizio"
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Time series analysis
7
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7
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5
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Iacone, Fabrizio
Taylor, Alan M.
357
Taylor, Robert
157
Cavaliere, Giuseppe
109
Jordà, Òscar
106
Taylor, A. M. Robert
99
Harvey, David I.
79
Schularick, Moritz
75
Taylor, A.M. Robert
74
Leybourne, Stephen J.
64
Rahbek, Anders
42
Taylor, A.M.Robert
40
Leybourne, Stephen James
39
Obstfeld, Maurice
34
O'Rourke, Kevin Hjortshøj
30
Rodrigues, Paulo M. M.
22
Begley, Taylor A.
20
Busetti, Fabio
17
Della Paolera, Gerardo
17
Nielsen, Morten Ørregaard
16
Smith, Richard J.
16
Taylor, Alan D.
16
Burridge, Peter
14
Feenstra, Robert C.
14
Shambaugh, Jay C.
14
Rodrigues, Paulo M.M.
13
Taylor, A.
13
Taylor, A.M.R.
13
Rahman, Ahmed S.
12
Taylor, A M Robert
12
Taylor, A. J.
12
Brams, Steven J.
11
Estevadeordal, Antoni
11
Leybourne, Stephen
11
Smeekes, Stephan
11
Williamson, Jeffrey G.
11
Glick, Reuven
10
Astill, Sam
9
Georgiev, Iliyan
9
Taylor, A.M.
9
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ECONIS (ZBW)
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1
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 880-896
Persistent link: https://www.econbiz.de/10013534577
Saved in:
2
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
3
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2020
Lobato and Robinson (1998) develop semiparametric tests for the null hypothesis that a series is weakly autocorrelated, or I(0), about a constant level, against fractionally integrated alternatives. These tests have the advantage that the user is not required to specify a parametric model for...
Persistent link: https://www.econbiz.de/10012243070
Saved in:
4
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
5
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
6
Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10009764402
Saved in:
7
On the behavior of fixed-b trend break tests under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
29
(
2013
)
2
,
pp. 393-418
Persistent link: https://www.econbiz.de/10009760001
Saved in:
8
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION
Iacone, Fabrizio
;
Leybourne, Stephen J.
;
Taylor, A. M. …
- In:
Journal of Time Series Analysis
35
(
2014
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10010722429
Saved in:
9
Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio
;
Leybourne, Stephen J.
;
Robert Taylor, A.M.
- In:
Journal of Econometrics
176
(
2013
)
1
,
pp. 30-45
Harvey, Leybourne and Taylor [Harvey, D.I., Leybourne, S.J.,
Taylor, A
.M.R. 2009. Simple, robust and powerful tests of …
Persistent link: https://www.econbiz.de/10011052199
Saved in:
10
Testing for a break in trend when the order of integration is unknown
Iacone, Fabrizio
;
Leybourne, Stephen J.
;
Robert Taylor, A.M.
- In:
Journal of econometrics
176
(
2013
)
1
,
pp. 30-45
Persistent link: https://www.econbiz.de/10010131792
Saved in:
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