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Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe; Skrobotov, Anton; Taylor, Robert - In: Econometric reviews 38 (2019) 5, pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
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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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Locally optimal tests against seasonal unit roots
Taylor, Robert - 1999
Persistent link: https://www.econbiz.de/10001415830
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Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.; Taylor, Robert - 1995
Persistent link: https://www.econbiz.de/10000561591
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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
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Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M.; Taylor, Robert - In: Journal of econometrics 141 (2007) 2, pp. 548-573
Persistent link: https://www.econbiz.de/10003571323
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Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003393127
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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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Testing for seasonal unit roots by frequency domain regression
Chambers, Marcus J.; Ercolani, Joanne S.; Taylor, Robert - In: Journal of econometrics 178 (2014) 1, pp. 243-258
Persistent link: https://www.econbiz.de/10010256166