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Search: person:"Taylor, A. M. Robert"
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Time series analysis
95
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95
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89
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89
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85
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85
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38
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175
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Taylor, Robert
157
Cavaliere, Giuseppe
48
Leybourne, Stephen James
39
Harvey, David I.
28
Taylor, A. M. Robert
22
Rahbek, Anders
19
Rodrigues, Paulo M. M.
16
Nielsen, Morten Ørregaard
11
Smith, Richard J.
9
Busetti, Fabio
7
Iacone, Fabrizio
7
Barrio Castro, Tomás del
6
Georgiev, Iliyan
6
Smeekes, Stephan
6
Astill, Sam
5
Burridge, Peter
5
Phillips, Peter C. B.
5
Boswijk, Herman Peter
4
Harris, David
4
Osborn, Denise R.
4
Cavaliere, Guiseppe
3
De Angelis, Luca
3
Demetrescu, Matei
3
Franses, Philip Hans
3
Kellard, Neil
3
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3
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3
Trenkler, Carsten
3
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2
Bailey, Ralph W.
2
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2
Kew, Hsein
2
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2
Andersen, Torben
1
Astill, S.
1
Barrio Castro, Tomas del
1
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1
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1
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1
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European University Institute / Department of Economics
1
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1
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Journal of econometrics
32
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28
Department of Economics discussion paper / Department of Economics, The University of Birmingham
19
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13
Oxford bulletin of economics and statistics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
CREATES research paper
6
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5
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4
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4
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4
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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
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The economic journal : the journal of the Royal Economic Society
2
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2
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
RePEc
144
OLC EcoSci
56
Other ZBW resources
6
EconStor
5
USB Cologne (business full texts)
1
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1
CUSUM-based monitoring for explosive episodes in financial data in the presence of time-varying volatility
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 187-227
Persistent link: https://www.econbiz.de/10013542862
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
Predictive modeling of financial data : editorial
Andersen, Torben
;
Taylor, Robert
;
Timmermann, Allan
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-4
Persistent link: https://www.econbiz.de/10014471792
Saved in:
8
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
9
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
10
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
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