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~person:"Taylor, Robert"
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Time series analysis
88
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38
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38
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Taylor, Robert
Gil-Alaña, Luis A.
338
Caporale, Guglielmo Maria
277
Franses, Philip Hans
243
Koopman, Siem Jan
240
Phillips, Peter C. B.
240
Kapetanios, George
148
McAleer, Michael
148
Teräsvirta, Timo
136
Gao, Jiti
134
Pesaran, M. Hashem
133
Gupta, Rangan
126
Lütkepohl, Helmut
124
Marcellino, Massimiliano
121
Sibbertsen, Philipp
119
Koop, Gary
116
Hendry, David F.
105
Timmermann, Allan
103
Harvey, Andrew C.
100
Watson, Mark W.
100
Clements, Michael P.
98
Hyndman, Rob J.
96
Swanson, Norman R.
95
Kunst, Robert M.
93
Stock, James H.
93
Lucas, André
89
Johansen, Søren
86
Granger, C. W. J.
85
Härdle, Wolfgang
85
Perron, Pierre
82
Diebold, Francis X.
80
Dijk, Herman K. van
78
Engle, Robert F.
78
Mills, Terence C.
78
Hassler, Uwe
76
Ravazzolo, Francesco
76
Schorfheide, Frank
76
Dijk, Dick van
75
Proietti, Tommaso
74
Giannone, Domenico
70
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Journal of econometrics
18
Econometric theory
11
Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Econometric reviews
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
CREATES research paper
5
Oxford bulletin of economics and statistics
4
Queen's Economics Department working paper
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3
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3
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1
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1
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1
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1
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ECONIS (ZBW)
88
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1
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:
2
Regression-based seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
;
Barrio Castro, Tomas del
- In:
Econometric theory
25
(
2009
)
2
,
pp. 527-560
Persistent link: https://www.econbiz.de/10003818361
Saved in:
3
Heteroskedastic time series with a unit root
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1228-1276
Persistent link: https://www.econbiz.de/10003885750
Saved in:
4
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
5
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
Saved in:
6
Modified tests for a change in persistence
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 441-469
Persistent link: https://www.econbiz.de/10003374331
Saved in:
7
Robust methods for detecting multiple level breaks in autocorrelated time series
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
157
(
2010
)
2
,
pp. 342-358
Persistent link: https://www.econbiz.de/10008662998
Saved in:
8
Bootstrap sequential determination of the co-integration rank in VAR-models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003932344
Saved in:
9
A simple, robust and powerful test of the trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 1302-1330
Persistent link: https://www.econbiz.de/10003571459
Saved in:
10
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
Saved in:
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