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~isPartOf:"Econometric theory"
~isPartOf:"The journal of law, economics, & organization"
~person:"Pesaran, M. Hashem"
~person:"Shavell, Steven"
~person:"Taylor, Robert"
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Pesaran, M. Hashem
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1
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
2
Special issue of Econometric
theory
in honor of Paul Newbold : guest editors' introduction
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
6
,
pp. 1451-1456
Persistent link: https://www.econbiz.de/10003904365
Saved in:
3
On the writing and the interpretation of contracts
Shavell, Steven
- In:
The journal of law, economics, & organization
22
(
2006
)
2
,
pp. 289-314
Persistent link: https://www.econbiz.de/10003373205
Saved in:
4
Cointegration rank testing under conditional heteroskedasticity
Cavaliere, Guiseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Econometric theory
26
(
2010
)
6
,
pp. 1719-1760
Persistent link: https://www.econbiz.de/10008738343
Saved in:
5
Special issue of "Economic
theory
" on bootstrap and numerical methods in time series : guest editors' introduction
Taylor, Robert
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 929-932
Persistent link: https://www.econbiz.de/10009379769
Saved in:
6
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
- In:
Econometric theory
28
(
2012
)
2
,
pp. 422-456
Persistent link: https://www.econbiz.de/10009520935
Saved in:
7
Asymptotic distributions for regression-based seasonal unit root test statistics in a near-integrated model
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Econometric theory
20
(
2004
)
4
,
pp. 645-670
Persistent link: https://www.econbiz.de/10002163033
Saved in:
8
Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Binder, Michael
;
Hsiao, Cheng
;
Pesaran, M. Hashem
- In:
Econometric theory
21
(
2005
)
4
,
pp. 795-837
Persistent link: https://www.econbiz.de/10003004733
Saved in:
9
Real-time econometrics
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Econometric theory
21
(
2005
)
1
,
pp. 212-231
Persistent link: https://www.econbiz.de/10002674695
Saved in:
10
On the Asymptotic properties of some seasonal unit root tests
Taylor, Robert
- In:
Econometric theory
19
(
2003
)
2
,
pp. 311-321
Persistent link: https://www.econbiz.de/10001743408
Saved in:
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