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Stationarity tests under time-varying second moments
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric theory 21 (2005) 6, pp. 1112-1129
Persistent link: https://www.econbiz.de/10003193565
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Stationarity tests for irregulary spaced observations and the effects of sampling frequency on power
Busetti, Fabio; Taylor, Robert - In: Econometric theory 21 (2005) 4, pp. 757-794
Persistent link: https://www.econbiz.de/10003004722
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Stationarity tests under time-varying second moments
Cavaliere, Giuseppe; Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002379273
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Efficient tests of the seasonal unit root hypothesis
Rodrigues, Paulo M. M. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002472249
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On tests for changes in persistence
Leybourne, Stephen James; Taylor, Robert - In: Economics letters 84 (2004) 1, pp. 107-115
Persistent link: https://www.econbiz.de/10002095878
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On robust trend function hypothesis testing
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - 2005
Persistent link: https://www.econbiz.de/10002672015
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Testing for unit roots in time series models with non-stationary volatility
Cavaliere, Giuseppe; Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002672016
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Can tests for stochastic unit roots provide useful Portmanteau tests for persistence?
Taylor, Robert; Dijk, Dick van - In: Oxford bulletin of economics and statistics 64 (2002) 4, pp. 381-397
Persistent link: https://www.econbiz.de/10001705097
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Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
Taylor, Robert; Busetti, Fabio - 2002
Persistent link: https://www.econbiz.de/10001663131
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On tests for double differencing : some extensions and the role of initial values
Taylor, Robert; Rodrigues, Paulo M. M. - 2002
Persistent link: https://www.econbiz.de/10001663134