Access Statistics for Robert Taylor

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bootstrap stationarity test for predictive regression invalidity 0 0 0 38 1 2 8 37
A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 4 2 2 11 50
A simple, robust and powerful test of the trend hypothesis 0 0 0 45 5 6 22 201
Adaptive Inference In Heteroskedastic Fractional Time Series Models 0 0 0 188 2 2 16 352
Adaptive Inference in Heteroskedastic Fractional Time Series Models 0 1 2 12 2 4 11 52
Adaptive inference in heteroskedastic fractional time series models 0 0 0 13 1 2 9 16
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 1 2 18
Additional Critical Values and Asymptotic Representations for Monthly Seasonal Unit Root Tests 0 0 0 0 2 2 10 207
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 2 2 7 257
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 0 2 16 544
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 2 2 29 321
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 48 2 2 17 202
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 40 4 6 16 110
Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets 0 0 0 178 1 1 12 415
Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets 0 0 0 0 2 4 11 11
Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets 0 0 0 45 3 4 15 104
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 143 0 1 10 388
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 1 1 71 2 5 11 148
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 1 1 13 253
Bootstrap determination of the co-integration rank in VAR models 1 1 1 4 3 3 11 72
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 5 6 18 189
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 4 4 11 168
Bootstrapping the HEGY Seasonal Unit Root Tests 0 0 0 198 3 4 15 611
Co-integration Rank Testing under Conditional Heteroskedasticity 0 0 0 238 2 4 13 494
Co-integration rank tests under conditional heteroskedasticity 0 0 0 64 0 3 15 194
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 1 2 53 2 4 15 70
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 3 4 10 274
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 200 0 0 10 432
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 38 5 5 18 147
Extensions to IVX methods of inference for return predictability 0 1 2 19 1 3 39 99
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 0 0 13 78
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 1 127 0 0 13 228
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 1 1 20 959
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 1 1 18 235
Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem 0 0 0 21 0 1 9 30
Modified Tests for a Change in Persistence 0 0 0 196 3 3 12 514
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 32 4 5 32 94
On Augmented HEGY Tests for Seasonal Unit Roots 0 0 1 184 1 1 16 541
On Robust Trend Function Hypothesis Testing 0 0 0 54 5 9 20 698
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 0 0 7 337
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 1 79 2 7 29 172
On the Definitions of (Co-)Integration 0 0 0 0 2 2 12 501
On the Practical Problems of Computing Seasonal Unit Root Tests: The Case of Non-Durable Consumers' Expenditures 0 0 0 0 3 4 11 124
On the behaviour of fixed-b trend break tests under fractional integration 0 0 0 12 2 3 12 57
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 26 1 2 14 65
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 3 2 3 11 12
Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form 1 1 1 225 2 3 28 471
Regression-based seasonal unit root tests 0 0 1 60 3 3 25 218
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 6 4 4 9 58
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 2 2 15 207
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 0 28 3 3 9 137
Seasonal unit root tests and the role of initial conditions 0 0 0 23 3 3 11 103
Semi-Parametric Seasonal Unit Root Tests 0 0 0 17 2 3 18 69
Semi-Parametric Seasonal Unit Root Tests 0 0 0 42 1 1 17 79
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 0 60 1 1 11 130
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 1 2 10 1 5 22 56
Sieve-based inference for infinite-variance linear processes 0 0 2 98 1 2 10 178
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 0 1 2 128 3 4 12 395
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 0 88 0 0 33 411
Temporal Aggregation of Seasonally Near-Integrated Processes 0 0 1 45 0 1 17 93
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 1 2 10 462
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 116 3 4 16 396
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 234 1 4 20 580
Testing for Episodic Predictability in Stock Returns 0 0 0 28 3 4 24 132
Testing for Seasonal Unit Roots: a simple alternative to HEGY 0 0 0 0 1 1 9 236
Testing for Stochastic Unit Roots - Some Monte Carlo evidence 0 0 0 14 6 8 22 75
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 0 174 2 2 29 397
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 40 2 2 23 168
Testing for a unit root in the presence of a possible break in trend 0 0 1 51 4 4 26 219
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 0 0 1 36 1 1 10 156
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 0 30 1 1 16 176
Testing for seasonal unit roots by frequency domain regression 0 0 0 141 4 4 19 282
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 0 90 1 1 20 365
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 0 56 5 5 20 235
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 1 36 3 4 20 194
Testing the Null of Co-integration in the Presence of Variance Breaks 0 0 0 3 0 0 6 280
Tests for an end-of-sample bubble in financial time series 0 0 0 70 3 4 14 64
Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point 0 0 0 36 1 1 12 93
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 0 0 76 3 4 18 358
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 0 71 0 2 15 154
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 63 2 3 22 153
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 3 3 11 81
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 61 1 2 20 102
Unit root inference for non-stationary linear processes driven by infinite variance innovations 0 0 1 85 2 5 21 202
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 0 0 1 84 1 4 14 311
Unit root testing under a local break in trend 0 0 0 85 2 3 16 188
Unit root testing under a local break in trend 0 0 0 5 0 2 11 45
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 0 0 26 81
Wild bootstrap of the mean in the infinite variance case 1 1 2 8 5 5 11 44
Total Working Papers 3 9 27 5,748 176 253 1,408 19,915

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Stationarity Test for Predictive Regression Invalidity 0 0 0 12 2 3 10 37
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 6 3 4 14 73
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION 1 1 1 7 3 3 8 56
A Generalised Fractional Differencing Bootstrap for Long Memory Processes 0 0 0 5 1 1 11 33
A Note on Testing Covariance Stationarity 0 0 0 45 0 0 6 148
A Review of Unit Root Tests in Time Series: Volumes 1 and 2 0 0 0 26 5 5 16 74
A bootstrap test for additive outliers in non-stationary time series 0 0 0 19 1 2 4 61
A simple, robust and powerful test of the trend hypothesis 0 1 2 89 2 4 18 254
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 20 1 1 8 69
Adaptive Inference in Heteroscedastic Fractional Time Series Models 0 0 0 21 1 4 12 59
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 3 3 14 18
Additional critical values and asymptotic representations for seasonal unit root tests 0 0 1 76 2 3 16 199
Additive Outlier Detection Via Extreme‐Value Theory 0 0 0 84 1 1 8 428
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 0 50 2 2 17 203
An optimal test against a random walk component in a non-orthogonal unobserved components model 0 0 0 63 0 0 8 503
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 3 3 11 76
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY 0 1 2 126 2 4 20 270
Bonferroni Type Tests for Return Predictability and the Initial Condition 0 0 0 0 3 3 10 12
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors 0 0 0 1 1 4 12 20
Book Reviews 0 0 0 1 1 2 9 18
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 1 2 14 56
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 1 3 15 91
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 0 0 0 8 3 3 10 68
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models 0 0 0 131 3 3 29 515
Bootstrap M Unit Root Tests 0 0 0 92 0 1 16 253
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 0 0 0 65 2 2 14 216
Bootstrapping the HEGY seasonal unit root tests 0 0 1 78 1 1 17 291
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY 0 1 1 60 1 3 18 177
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 3 3 11 193
CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility* 0 1 1 6 5 8 34 63
Call for Papers: Special Issue on Recent Developments in Time Series Methods for Detecting Bubbles and Crashes 0 0 0 5 1 2 6 21
Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? 0 0 0 0 1 2 3 8
Conference in honour of Paul Newbold 0 0 0 4 1 2 4 58
Controversy: On Modelling the Long Run in Applied Economics 0 0 0 43 1 1 10 184
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 2 3 18 240
Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40: 467‐492 (2019) DOI: 10.1111/jtsa.12460 0 0 0 0 1 1 5 15
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 1 4 4 4 14 40
Detecting Multiple Changes in Persistence 0 1 2 193 1 4 14 410
Detecting Seasonal Unit Roots: an Approach Based on the Sample Autocorrelation Function 0 0 0 0 2 2 8 10
Determining the order of differencing in seasonal time series processes 0 0 0 19 2 2 6 446
Deterministic Parameter Change Models in Continuous and Discrete Time 0 0 0 4 0 0 12 30
Editorial 0 0 0 11 2 2 7 35
Editorial Announcement 0 0 0 0 1 1 9 20
Editorial Announcement 0 0 0 1 0 0 7 10
Editorial Announcement 0 0 0 0 1 2 13 17
Editorial Announcement 0 0 0 0 0 1 1 1
Editorial Announcement 0 0 0 5 2 2 7 30
Editorial Announcement 0 0 0 0 0 0 0 0
Editorial Announcement 0 0 0 0 0 0 4 4
Editorial Announcement 0 0 0 1 2 4 9 15
Editorial Announcement 0 0 0 1 2 2 7 16
Editorial Announcement: Addendum to Journal of Time Series Analysis Distinguished Authors 2023 0 0 0 0 0 0 5 6
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 0 0 0 6 1 3 9 30
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2021 0 0 0 0 2 2 10 12
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2022 0 0 0 5 2 3 6 22
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2024 0 0 0 0 0 1 6 9
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2025 0 0 2 2 0 0 9 9
Editorial Announcement: Professor Michael McAleer 0 0 0 3 0 0 4 15
Editorial announcement 0 0 0 1 0 1 4 9
Editorial announcement: Journal of Time Series Analysis Distinguished Authors 2020 0 0 0 4 2 2 8 24
Editorial, January 2018 0 0 0 0 0 1 9 28
Editorial, September 2018 0 0 0 1 1 1 8 30
Efficient tests of the seasonal unit root hypothesis 0 0 0 65 1 2 11 165
Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] 0 0 0 16 2 3 13 74
Extensions to IVX methods of inference for return predictability 0 0 0 0 1 2 15 21
Fluctuation Tests for a Change in Persistence 0 0 0 30 3 3 10 144
HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT 0 0 1 145 4 5 12 297
Improved tests for stock return predictability 0 0 0 0 1 1 6 8
In memory of Michael McAleer: special issue of Econometric Reviews 0 0 0 0 1 1 8 10
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 0 1 42 2 3 21 159
Inferring internal states across mice and monkeys using facial features 0 0 0 1 4 4 8 9
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 3 3 10 83
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem 0 0 0 5 0 1 11 32
Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 5 0 1 9 21
Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes 0 0 1 35 1 2 12 152
Modified tests for a change in persistence 0 0 0 96 2 3 20 304
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume 0 0 0 7 1 2 20 53
New Introduction to Multiple Time Series Analysis, Helmut Lutkepohl. Springer-Verlag (2005), ISBN 3-540-40172-5 (hardcover), 149.95 [euro], ISBN 3-540-26239-3 (softcover), 54.95 [euro], 764 pages 3 8 13 605 5 14 35 1,658
Nonparametric Detection of a Time‐Varying Mean 0 0 0 0 3 3 7 7
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 0 0 0 21 1 1 20 105
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 0 34 2 2 12 209
ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS 0 0 0 12 1 2 9 46
ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION 0 0 0 13 0 2 8 56
On Robust Trend Function Hypothesis Testing 0 0 0 67 2 3 11 210
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 2 2 13 45
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 0 1 42 3 3 15 156
On tests for changes in persistence 0 0 0 36 3 3 12 119
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 0 12 2 2 12 87
On the Definitions of (Co‐)integration 0 0 0 0 0 0 6 14
On the Power of GLS‐Type Unit Root Tests 0 0 1 2 1 4 14 23
On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation 0 0 0 0 3 4 14 544
On the limiting behaviour of augmented seasonal unit root tests 0 0 0 9 0 0 7 42
On the practical problems of computing seasonal unit root tests 0 0 0 39 4 5 12 125
On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence 0 0 0 65 2 3 7 163
Persistence change tests and shifting stable autoregressions 0 0 0 27 3 3 11 83
Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach 0 1 3 3 0 5 36 36
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 0 0 0 49 1 2 25 203
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 0 74 1 1 4 224
REJOINDER 0 0 0 10 2 2 6 53
Real‐Time Monitoring for Explosive Financial Bubbles 0 1 3 18 3 8 24 78
Real‐time detection of regimes of predictability in the US equity premium 0 0 0 5 0 2 11 28
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 0 0 0 246 1 1 13 668
Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series 0 0 0 0 1 1 11 331
Regression‐based Tests for a Change in Persistence* 0 0 0 32 2 2 8 123
Robust Stationarity Tests in Seasonal Time Series Processes 0 0 0 0 0 0 7 507
Robust and Powerful Tests for Nonlinear Deterministic Components 0 0 0 8 2 2 13 68
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 1 23 0 1 16 125
Robust tests for a linear trend with an application to equity indices 0 0 0 16 1 1 17 79
Robust tests for deterministic seasonality and seasonal mean shifts 0 0 0 1 1 1 7 20
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 0 4 0 0 13 37
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 0 2 2 50 0 2 14 156
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION 0 0 0 16 2 2 13 88
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 1 1 6 23
SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION 0 0 0 10 4 6 14 77
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 1 11 1 3 10 106
STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS 0 0 1 54 0 2 12 176
Seasonal Unit Root Tests Based on Forward and Reverse Estimation 0 0 0 48 1 1 12 168
Seasonal unit root tests and the role of initial conditions 0 0 0 31 1 1 11 174
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 2 20 1 1 16 74
Simple tests for stock return predictability with good size and power properties 0 0 0 9 2 3 15 39
Some New Tests for a Change in Persistence 0 0 0 18 4 4 18 63
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction 0 0 0 4 1 1 10 36
Special issue of the Journal of Empirical Finance Guest Editors' introduction 0 0 1 10 1 2 8 70
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 52 1 2 10 164
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 0 43 1 1 10 141
TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT 0 0 0 1 0 0 12 19
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 0 0 17 1 1 6 83
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 0 0 7 1 1 7 21
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 1 1 9 238
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 0 1 2 23 0 3 17 110
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 0 1 1 25 1 2 10 131
Testing for Unit Roots in Monthly Time Series 0 0 0 7 4 6 21 40
Testing for a Change in Persistence in the Presence of a Volatility Shift* 0 0 0 32 0 1 15 146
Testing for a break in trend when the order of integration is unknown 0 2 2 41 2 5 17 168
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 88 3 3 10 351
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 1 70 5 9 28 255
Testing for episodic predictability in stock returns 0 0 1 6 0 1 25 53
Testing for parameter instability in predictive regression models 1 1 1 9 4 5 18 87
Testing for seasonal unit roots by frequency domain regression 0 0 0 17 0 0 10 76
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 0 0 2 54 2 3 11 221
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 19 1 1 9 76
Testing for unit roots in time series models with non-stationary volatility 0 2 2 226 0 6 17 515
Testing the Null of Co‐integration in the Presence of Variance Breaks 0 0 0 70 1 2 12 178
Tests for an end-of-sample bubble in financial time series 0 0 1 9 4 6 33 68
Tests for explosive financial bubbles in the presence of non-stationary volatility 0 1 11 116 3 9 43 264
Tests of stationarity against a change in persistence 0 0 2 144 1 2 15 373
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 1 1 9 203
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point 0 0 0 5 1 1 7 72
The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag‐selection in Unit Root Tests 0 0 1 25 0 1 8 144
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 0 4 26 2 2 12 93
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 9 2 2 19 91
The impact of the initial condition on robust tests for a linear trend 0 0 0 8 3 3 13 48
Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility 0 0 1 84 1 1 11 200
Transformed regression-based long-horizon predictability tests 0 1 1 2 3 5 16 25
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 0 0 0 9 1 1 9 56
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 0 0 89 0 1 39 276
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date 0 0 0 5 2 14 24 57
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 11 1 1 12 49
Unit root testing under a local break in trend 0 0 0 21 3 3 12 117
Using covariates to improve the efficacy of univariate bubble detection methods 0 0 0 2 3 4 14 26
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 0 14 383
Variance ratio tests of the seasonal unit root hypothesis 0 0 0 54 2 2 11 170
Wild Bootstrap of the Sample Mean in the Infinite Variance Case 0 0 1 23 4 4 18 110
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 0 1 11 40
Total Journal Articles 5 27 80 5,339 253 399 2,057 21,330
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