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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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Determining the order of differencing in seasonal time series processes
Franses, Philip Hans; Taylor, A. M. Robert - 1997
Persistent link: https://www.econbiz.de/10001372320
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Determining the order of differencing in seasonal time series processes
Franses, Philip Hans; Taylor, Robert - In: The econometrics journal 3 (2000) 2, pp. 250-264
Persistent link: https://www.econbiz.de/10001546195
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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
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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
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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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Testing for a change in mean under fractional integration
Iacone, Fabrizio; Leybourne, Stephen James; Taylor, Robert - In: Journal of time series econometrics 9 (2017) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
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Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam; Taylor, Robert; Kellard, Neil; Korkos, Ioannis - In: Journal of empirical finance 70 (2023), pp. 342-366
Persistent link: https://www.econbiz.de/10014423733