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~language:"eng"
~person:"Taylor, Robert"
~subject:"Stochastic process"
~subject:"Zeitreihenanalyse"
~type_genre:"Working Paper"
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Stochastic process
Zeitreihenanalyse
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25
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Taylor, Robert
Koopman, Siem Jan
92
Caporale, Guglielmo Maria
89
Gil-Alaña, Luis A.
87
Franses, Philip Hans
78
Phillips, Peter C. B.
61
McAleer, Michael
55
Sibbertsen, Philipp
53
Dijk, Herman K. van
48
Lucas, André
46
Härdle, Wolfgang
45
Kunst, Robert M.
45
Feng, Yuanhua
44
Beran, Jan
41
Pesaran, M. Hashem
41
Maravall Herrero, Agustín
39
Marcellino, Massimiliano
39
Koop, Gary
38
Lux, Thomas
36
Lütkepohl, Helmut
36
Teräsvirta, Timo
36
Swanson, Norman R.
35
Hallin, Marc
30
Kapetanios, George
30
Timmermann, Allan
30
Hyndman, Rob J.
29
Weihs, Claus
29
Bauwens, Luc
27
Hautsch, Nikolaus
27
Dijk, Dick van
26
Fried, Roland
26
Saikkonen, Pentti
26
Bos, Charles S.
25
Hassler, Uwe
24
Linton, Oliver
24
Paap, Richard
24
Podolskij, Mark
23
Ravazzolo, Francesco
23
Robinson, Peter M.
23
Johansen, Søren
22
Kilian, Lutz
21
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
10
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
DAE working paper
1
Discussion papers in economics
1
Economics discussion paper series : EDP
1
Report / Econometric Institute, Erasmus University Rotterdam
1
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ECONIS (ZBW)
16
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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
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:
3
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:
4
Regression-based seasonal unit root tests with recursive mean adjustment
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409492
Saved in:
5
Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001409493
Saved in:
6
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
Saved in:
7
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
Burridge, Peter
;
Taylor, Robert
-
1999
Persistent link: https://www.econbiz.de/10001415834
Saved in:
8
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:
9
Regression-based tests for a change in persistence
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002117501
Saved in:
10
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:
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