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Unit root testing in practice : dealing with uncertainty over the trend and inital condition
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 3, pp. 587-636
Persistent link: https://www.econbiz.de/10003864148
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Commentaries on "Unit root testing in practice : dealing with uncertainty over the trend and inital condition," by David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor
Marsh, Patrick W. N. - In: Econometric theory 25 (2009) 3, pp. 637-657
Persistent link: https://www.econbiz.de/10003864153
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Rejoinder
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 3, pp. 658-667
Persistent link: https://www.econbiz.de/10003864156
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Regression-based seasonal unit root tests
Smith, Richard J.; Taylor, Robert; Barrio Castro, Tomas del - In: Econometric theory 25 (2009) 2, pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
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Heteroskedastic time series with a unit root
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric theory 25 (2009) 5, pp. 1228-1276
Persistent link: https://www.econbiz.de/10003885750
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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
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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
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Testing for a unit root in the presence of a possible break in trend
Harris, David; Harvey, David I.; Leybourne, Stephen James; … - In: Econometric theory 25 (2009) 6, pp. 1545-1588
Persistent link: https://www.econbiz.de/10003904423
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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
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Memorial to Albert Rex Bergstrom : introduction
Chambers, Marcus J.; Phillips, Peter C. B.; Taylor, Robert - In: Econometric theory 25 (2009) 4, pp. 891-900
Persistent link: https://www.econbiz.de/10003875863