The following pages link to A. M. Robert Taylor (Q205399):
Displaying 50 items.
- Tests of stationarity against a change in persistence (Q135904) (← links)
- Modified tests for a change in persistence (Q135912) (← links)
- On tests for changes in persistence (Q135925) (← links)
- (Q238474) (redirect page) (← links)
- Variance ratio tests of the seasonal unit root hypothesis (Q261881) (← links)
- Efficient tests of the seasonal unit root hypothesis (Q289171) (← links)
- A simple, robust and powerful test of the trend hypothesis (Q289219) (← links)
- Erratum to: ``A simple, robust and powerful test of the trend hypothesis'' (Q291127) (← links)
- Testing for a change in persistence in the presence of non-stationary volatility (Q299259) (← links)
- (Q309714) (redirect page) (← links)
- Sieve-based inference for infinite-variance linear processes (Q309715) (← links)
- (Q451287) (redirect page) (← links)
- Testing for unit roots in time series models with non-stationary volatility (Q451288) (← links)
- (Q527961) (redirect page) (← links)
- Corrigendum to ``Modified tests for a change in persistence'' (Q527962) (← links)
- Testing for unit roots in the presence of uncertainty over both the trend and initial condition (Q527994) (← links)
- (Q588587) (redirect page) (← links)
- Robust methods for detecting multiple level breaks in autocorrelated time series (Q736530) (← links)
- Testing for co-integration in vector autoregressions with non-stationary volatility (Q736551) (← links)
- Unit root testing under a local break in trend (Q738141) (← links)
- Bootstrapping the HEGY seasonal unit root tests (Q899519) (← links)
- Additional critical values and asymptotic representations for seasonal unit root tests (Q1298416) (← links)
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (Q1410564) (← links)
- On infimum Dickey-Fuller unit root tests allowing for a trend break under the null (Q1623643) (← links)
- Testing for a change in mean under fractional integration (Q1695680) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Persistence change tests and shifting stable autoregressions (Q1929075) (← links)
- Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
- Testing for episodic predictability in stock returns (Q2116325) (← links)
- Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (Q2294518) (← links)
- Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (Q2347732) (← links)
- Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
- Testing for a break in trend when the order of integration is unknown (Q2442575) (← links)
- Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey-Fuller statistics (Q2453085) (← links)
- Testing for seasonal unit roots by frequency domain regression (Q2511784) (← links)
- Determining the order of differencing in seasonal time series processes (Q2707873) (← links)
- ON THE BEHAVIOR OF FIXED-<i>b</i> TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (Q2847587) (← links)
- Bootstrap Determination of the Co-Integration Rank in Vector Autoregressive Models (Q2859513) (← links)
- A bootstrap test for additive outliers in non-stationary time series (Q2864624) (← links)
- A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
- COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY (Q2995420) (← links)
- Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (Q3019741) (← links)
- TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY (Q3100977) (← links)
- The impact of the initial condition on robust tests for a linear trend (Q3103185) (← links)
- ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS (Q3168425) (← links)
- UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION (Q3181939) (← links)
- REJOINDER (Q3181941) (← links)
- <i>ECONOMETRIC THEORY</i> MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION (Q3181954) (← links)
- SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS (Q3181959) (← links)
- A Note on Testing Covariance Stationarity (Q3183726) (← links)
