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~person:"Taylor, Robert"
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Time series analysis
88
Zeitreihenanalyse
88
Theorie
42
Theory
42
Einheitswurzeltest
38
Unit root test
38
Estimation theory
25
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25
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22
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22
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15
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15
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15
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15
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15
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15
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English
88
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Taylor, Robert
Gil-Alaña, Luis A.
335
Caporale, Guglielmo Maria
276
Phillips, Peter C. B.
244
Koopman, Siem Jan
235
Franses, Philip Hans
226
McAleer, Michael
201
Gao, Jiti
137
Teräsvirta, Timo
133
Kapetanios, George
128
Lütkepohl, Helmut
123
Pesaran, M. Hashem
122
Sibbertsen, Philipp
119
Gupta, Rangan
113
Koop, Gary
103
Harvey, Andrew C.
100
Chang, Chia-Lin
91
Hyndman, Rob J.
91
Kunst, Robert M.
90
Lucas, André
89
Watson, Mark W.
89
Härdle, Wolfgang
86
Kumar, Satish
86
Stock, James H.
86
Johansen, Søren
85
Marcellino, Massimiliano
85
Swanson, Norman R.
83
Perron, Pierre
82
Hendry, David F.
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Hassler, Uwe
76
Dijk, Dick van
74
Mills, Terence C.
73
Proietti, Tommaso
73
Granger, C. W. J.
72
Nielsen, Morten Ørregaard
70
Maravall Herrero, Agustín
67
Robinson, Peter M.
67
Bauwens, Luc
66
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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
7
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
4
Discussion papers / Department of Economics, University of Copenhagen
3
Journal of empirical finance
3
The econometrics journal
3
DAE working paper
1
Discussion paper / Tinbergen Institute
1
Discussion papers in economics
1
Discussion papers in economics / School of Economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion paper series : EDP
1
Economics letters
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of time series econometrics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
Tinbergen Institute
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
88
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1
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:
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
Detecting seasonal unit roots : an approach based on the sample autocorrelation function
Taylor, Robert
;
Leybourne, Stephen James
- In:
The Manchester School
67
(
1999
)
3
,
pp. 261-286
Persistent link: https://www.econbiz.de/10001405343
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 modelling the long run in applied economics : controversy
Taylor, Robert
(
contributor
);
Dixon, Huw
(
contributor
)
- In:
The economic journal : the journal of the Royal …
107
(
1997
)
440
,
pp. 165-201
Persistent link: https://www.econbiz.de/10001215662
Saved in:
8
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
- In:
Journal of econometrics
85
(
1998
)
2
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001240193
Saved in:
9
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
10
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
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