All Stories

  1. Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility

    Article • Econometric Reviews, June 2017, Taylor & Francis

    Professor Robert Taylor

  2. SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS

    Article • Econometric Theory, April 2017, Cambridge University Press

    Professor Robert Taylor

  3. Tests for an end-of-sample bubble in financial time series

    Article • Econometric Reviews, March 2017, Taylor & Francis

    Professor Robert Taylor

  4. DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER

    Article • Econometric Theory, September 2016, Cambridge University Press

    Professor Robert Taylor

  5. UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS

    Article • Econometric Theory, May 2016, Cambridge University Press

    Professor Robert Taylor

  6. Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility

    Article • Econometric Reviews, November 2014, Taylor & Francis

    Professor Robert Taylor

  7. The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests

    Article • Econometric Reviews, August 2014, Taylor & Francis

    Professor Robert Taylor , Professor Denise Osborn

  8. THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS

    Article • Econometric Theory, August 2013, Cambridge University Press

    Professor Robert Taylor