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~language:"eng"
~person:"Taylor, Robert"
~subject:"Statistical theory"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Zeitreihenanalyse
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Taylor, Robert
Caporale, Guglielmo Maria
89
Gil-Alaña, Luis A.
87
Koopman, Siem Jan
82
Franses, Philip Hans
76
Sibbertsen, Philipp
52
Phillips, Peter C. B.
49
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48
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46
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45
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44
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44
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43
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41
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41
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39
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38
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36
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36
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34
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34
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31
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31
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30
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29
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29
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28
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27
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26
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25
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24
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24
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23
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23
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23
Bos, Charles S.
22
Paap, Richard
22
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20
Lanne, Markku
20
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
DAE working paper
1
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1
Economics discussion paper series : EDP
1
Report / Econometric Institute, Erasmus University Rotterdam
1
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ECONIS (ZBW)
11
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1
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
2
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
-
1995
Persistent link: https://www.econbiz.de/10000561591
Saved in:
3
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
Saved in:
4
An unbiased test for a change in persistence
Leybourne, Stephen James
;
Taylor, Robert
;
Kim, Tae-hwan
-
2004
Persistent link: https://www.econbiz.de/10002379251
Saved in:
5
Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002672016
Saved in:
6
Tests of stationarity against a change in persistence
Busetti, Fabio
;
Taylor, Robert
-
2001
Persistent link: https://www.econbiz.de/10001687562
Saved in:
7
Determining the order of differencing in seasonal time series processes
Franses, Philip Hans
;
Taylor, Robert
-
1997
Persistent link: https://www.econbiz.de/10000973971
Saved in:
8
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
9
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
10
Recursive and rolling regression-based tests of the seasonal unit root hypothesis
Smith, Richard J.
;
Taylor, Robert
-
1998
Persistent link: https://www.econbiz.de/10001396969
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