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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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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
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Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001409493
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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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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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Tests of stationarity against a change in persistence
Busetti, Fabio; Taylor, Robert - 2001
Persistent link: https://www.econbiz.de/10001687562