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Fluctuation tests for a change in persistence
Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002141954
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.; Taylor, Robert - 1995
Persistent link: https://www.econbiz.de/10000561591
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Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan; Taylor, Robert - 2010
Persistent link: https://www.econbiz.de/10003985793
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The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Castro, Tomás del Barrio; Osborn, Denise R.; Taylor, Robert - 2012
Persistent link: https://www.econbiz.de/10009659181
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Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe; Phillips, Peter C. B.; Smeekes, Stephan - 2011
Persistent link: https://www.econbiz.de/10009389930
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An unbiased test for a change in persistence
Leybourne, Stephen James; Taylor, Robert; Kim, Tae-hwan - 2004
Persistent link: https://www.econbiz.de/10002379251
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Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe; Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002672016
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Tests of stationarity against a change in persistence
Busetti, Fabio; Taylor, Robert - 2001
Persistent link: https://www.econbiz.de/10001687562
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Determining the order of differencing in seasonal time series processes
Franses, Philip Hans; Taylor, Robert - 1997
Persistent link: https://www.econbiz.de/10000973971
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Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409492