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Bootstrap co-integration rank testing : the effect of bias-correcting parameter estimates
Cavaliere, Giuseppe; Taylor, Robert; Trenkler, Carsten - In: Oxford bulletin of economics and statistics 77 (2015) 5, pp. 740-759
Persistent link: https://www.econbiz.de/10011383823
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Testing for a change in persistence in the presence of a volatility shift
Cavaliere, Giuseppe; Taylor, Robert - In: Oxford bulletin of economics and statistics 68 (2006), pp. 761-781
Persistent link: https://www.econbiz.de/10003393459
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A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models
Cavaliere, Giuseppe; De Angelis, Luca; Rahbek, Anders; … - In: Oxford bulletin of economics and statistics 77 (2015) 1, pp. 106-128
Persistent link: https://www.econbiz.de/10011373619
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Fluctuation tests for a change in persistence
Taylor, Robert - In: Oxford bulletin of economics and statistics 67 (2005) 2, pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
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The finite sample effects of deterministic variables on conventional methods of lag-selection in unit root tests
Taylor, Robert - In: Oxford bulletin of economics and statistics 62 (2000) 2, pp. 293-304
Persistent link: https://www.econbiz.de/10001510747
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Which factors were behind Germany's labour market upswing? : a data-driven approach
Hutter, Christian; Carbonero, Francesco; Klinger, Sabine; … - In: Oxford bulletin of economics and statistics 84 (2022) 5, pp. 1052-1076
Persistent link: https://www.econbiz.de/10013468536
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Co-integration rank determination in partial systems using information criteria
Cavaliere, Giuseppe; De Angelis, Luca; Fanelli, Luca - In: Oxford bulletin of economics and statistics 80 (2018) 1, pp. 65-89
Persistent link: https://www.econbiz.de/10011969541
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On the power of GLS-type unit root tests
Burridge, Peter; Taylor, Robert - In: Oxford bulletin of economics and statistics 62 (2000) 5, pp. 633-645
Persistent link: https://www.econbiz.de/10003465518
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Regression-based tests for a change in persistence
Leybourne, Stephen James; Kim, Tae-hwan; Taylor, Robert - In: Oxford bulletin of economics and statistics 68 (2006) 5, pp. 595-621
Persistent link: https://www.econbiz.de/10003379177
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Robust and powerful tests for nonlinear deterministic components
Astill, Sam; Harvey, David I.; Leybourne, Stephen James; … - In: Oxford bulletin of economics and statistics 77 (2015) 6, pp. 780-799
Persistent link: https://www.econbiz.de/10011396540