Taylor, A. M. Robert
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Incoming Resources
- Contributor of10
- On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
- Tests of stationarity against a change in persistence
- Regression-based seasonal unit root tests
- Additional critical values and asymptotic representations for seasonal unit root tests
- Asymptotic distributions for regression-based seasonal unit root tests in a near-integrated model
- Stationarity tests under time-varying second moments
- Efficient tests of the seasonal unit root hypothesis
- An optimal test against a random walk component in a non-othogonal unobserved components model
- Regression-based tests for a change in persistence
- Creator of9
- The finite sample effects of deterministic variables on conventional methods of lag-selection in unit root tests
- Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
- Tests of the seasonal unit root hypothesis against heteroscedastic seasonal integration
- Alternative estimators and unit root tests for seasonal autoregressive processes
- Fluctuation tests for a change in persistence
- On the asymptotic properties of some seasonal unit root tests
- Locally optimal tests against seasonal unit roots
- On tests for double differencing, some extensions and the role of initial values
- Regression-based seasonal unit root tests with recursive mean adjustment