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Alternative estimators and unit root tests for seasonal autoregressive processes
Rodrigues, Paulo M. M.; Taylor, Robert - In: Journal of econometrics 120 (2004) 1, pp. 35-73
Persistent link: https://www.econbiz.de/10001998863
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Regression-based tests for a change in persistence
Leybourne, Stephen James; Kim, Tae-hwan; Taylor, Robert - 2004
Persistent link: https://www.econbiz.de/10002117501
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On robust trend function hypothesis testing
Harvey, David I. (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 10 (2006) 2, pp. 1-19
Persistent link: https://www.econbiz.de/10003286543
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Persistence change tests and shifting stable autoregressions
Leybourne, Stephen James; Taylor, Robert - In: Economics letters 91 (2006) 1, pp. 44-49
Persistent link: https://www.econbiz.de/10003314956
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A note on testing covariance stationarity
Cavaliere, Giuseppe; Taylor, Robert - In: Econometric reviews 28 (2009) 4, pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
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Unit root testing in practice : dealing with uncertainty over the trend and inital condition
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 3, pp. 587-636
Persistent link: https://www.econbiz.de/10003864148
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Commentaries on "Unit root testing in practice : dealing with uncertainty over the trend and inital condition," by David I. Harvey, Stephen J. Leybourne and A. M. Robert Taylor
Marsh, Patrick W. N. - In: Econometric theory 25 (2009) 3, pp. 637-657
Persistent link: https://www.econbiz.de/10003864153
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Rejoinder
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric theory 25 (2009) 3, pp. 658-667
Persistent link: https://www.econbiz.de/10003864156
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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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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