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 0 1 6 35
A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 4 0 0 11 48
A simple, robust and powerful test of the trend hypothesis 0 0 1 45 0 2 19 195
Adaptive Inference In Heteroskedastic Fractional Time Series Models 0 0 0 188 0 2 15 350
Adaptive Inference in Heteroskedastic Fractional Time Series Models 0 0 2 11 0 1 9 48
Adaptive inference in heteroskedastic fractional time series models 0 0 0 13 1 1 7 14
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 0 3 17
Additional Critical Values and Asymptotic Representations for Monthly Seasonal Unit Root Tests 0 0 0 0 1 1 8 205
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 0 0 7 255
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 0 1 15 542
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 0 2 27 319
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 40 0 0 13 104
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 48 0 0 15 200
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 0 0 11 414
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 0 1 7 7
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 0 1 11 100
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 143 0 0 12 387
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 70 0 1 8 143
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 0 4 15 252
Bootstrap determination of the co-integration rank in VAR models 0 0 0 3 0 1 8 69
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 0 2 13 183
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 0 1 10 164
Bootstrapping the HEGY Seasonal Unit Root Tests 0 0 0 198 0 1 11 607
Co-integration Rank Testing under Conditional Heteroskedasticity 0 0 0 238 1 1 9 490
Co-integration rank tests under conditional heteroskedasticity 0 0 0 64 0 0 14 191
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 1 1 52 0 1 12 66
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 0 2 9 270
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 200 0 0 12 432
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 38 0 0 13 142
Extensions to IVX methods of inference for return predictability 0 0 1 18 2 5 38 96
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 1 127 0 0 13 228
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 0 0 13 78
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 1 1 20 958
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 1 2 18 234
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 8 29
Modified Tests for a Change in Persistence 0 0 0 196 0 0 10 511
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 32 0 2 27 89
On Augmented HEGY Tests for Seasonal Unit Roots 0 0 1 184 0 0 15 540
On Robust Trend Function Hypothesis Testing 0 0 0 54 1 3 13 689
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 0 1 7 337
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 1 2 79 0 2 24 165
On the Definitions of (Co-)Integration 0 0 0 0 0 2 11 499
On the Practical Problems of Computing Seasonal Unit Root Tests: The Case of Non-Durable Consumers' Expenditures 0 0 0 0 0 0 7 120
On the behaviour of fixed-b trend break tests under fractional integration 0 0 0 12 2 2 9 54
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 3 0 1 8 9
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 26 1 1 12 63
Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form 0 0 0 224 0 4 25 468
Regression-based seasonal unit root tests 0 0 3 60 2 3 24 215
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 0 2 14 205
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 6 0 1 7 54
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 0 28 0 0 8 134
Seasonal unit root tests and the role of initial conditions 0 0 0 23 0 0 8 100
Semi-Parametric Seasonal Unit Root Tests 0 0 0 42 0 2 16 78
Semi-Parametric Seasonal Unit Root Tests 0 0 0 17 0 1 16 66
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 0 60 0 0 11 129
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 1 9 1 2 17 51
Sieve-based inference for infinite-variance linear processes 0 0 2 98 0 1 10 176
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 0 0 1 127 0 0 8 391
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 0 88 0 25 34 411
Temporal Aggregation of Seasonally Near-Integrated Processes 0 0 1 45 1 1 17 92
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 0 0 9 460
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 116 0 2 15 392
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 234 0 1 17 576
Testing for Episodic Predictability in Stock Returns 0 0 0 28 0 2 20 128
Testing for Seasonal Unit Roots: a simple alternative to HEGY 0 0 0 0 0 2 8 235
Testing for Stochastic Unit Roots - Some Monte Carlo evidence 0 0 0 14 0 2 14 67
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 0 174 0 3 27 395
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 40 0 0 22 166
Testing for a unit root in the presence of a possible break in trend 0 0 1 51 0 0 24 215
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 0 0 1 36 0 0 11 155
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 0 30 0 3 15 175
Testing for seasonal unit roots by frequency domain regression 0 0 0 141 0 2 16 278
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 0 90 0 1 21 364
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 0 56 0 2 17 230
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 1 36 0 1 17 190
Testing the Null of Co-integration in the Presence of Variance Breaks 0 0 0 3 0 1 7 280
Tests for an end-of-sample bubble in financial time series 0 0 0 70 0 0 13 60
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 0 0 11 92
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 0 0 76 0 6 15 354
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 0 71 0 1 15 152
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 63 0 3 20 150
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 1 1 9 78
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 61 0 1 21 100
Unit root inference for non-stationary linear processes driven by infinite variance innovations 0 0 1 85 1 5 16 197
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 0 0 1 84 0 1 12 307
Unit root testing under a local break in trend 0 0 0 85 0 0 13 185
Unit root testing under a local break in trend 0 0 0 5 0 0 12 43
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 0 1 26 81
Wild bootstrap of the mean in the infinite variance case 0 0 1 7 0 0 7 39
Total Working Papers 0 2 23 5,739 17 133 1,248 19,662

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 0 0 7 34
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 6 2 2 11 69
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION 0 0 0 6 0 1 8 53
A Generalised Fractional Differencing Bootstrap for Long Memory Processes 0 0 0 5 0 0 11 32
A Note on Testing Covariance Stationarity 0 0 0 45 0 0 7 148
A Review of Unit Root Tests in Time Series: Volumes 1 and 2 0 0 0 26 0 0 12 69
A bootstrap test for additive outliers in non-stationary time series 0 0 0 19 0 0 3 59
A simple, robust and powerful test of the trend hypothesis 0 0 1 88 0 2 17 250
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 20 1 2 8 68
Adaptive Inference in Heteroscedastic Fractional Time Series Models 0 0 1 21 2 2 9 55
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 0 1 14 15
Additional critical values and asymptotic representations for seasonal unit root tests 1 1 1 76 1 1 13 196
Additive Outlier Detection Via Extreme‐Value Theory 0 0 1 84 0 0 8 427
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 0 50 0 1 16 201
An optimal test against a random walk component in a non-orthogonal unobserved components model 0 0 0 63 0 3 8 503
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 1 1 10 73
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY 0 0 2 125 0 1 18 266
Bonferroni Type Tests for Return Predictability and the Initial Condition 0 0 0 0 0 1 7 9
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors 0 0 1 1 0 0 12 16
Book Reviews 0 0 0 1 0 2 7 16
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 2 2 12 54
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 0 1 12 88
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 0 0 0 8 0 0 8 65
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models 0 0 0 131 0 1 29 512
Bootstrap M Unit Root Tests 0 0 0 92 1 1 17 252
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 0 0 13 214
Bootstrapping the HEGY seasonal unit root tests 0 0 1 78 0 1 20 290
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY 0 0 0 59 0 1 16 174
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 1 1 10 190
CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility* 0 0 0 5 1 5 29 55
Call for Papers: Special Issue on Recent Developments in Time Series Methods for Detecting Bubbles and Crashes 0 0 0 5 0 0 4 19
Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? 0 0 0 0 0 0 3 6
Conference in honour of Paul Newbold 0 0 0 4 1 1 2 56
Controversy: On Modelling the Long Run in Applied Economics 0 0 0 43 0 1 9 183
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 0 0 15 237
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 0 0 4 14
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 1 1 4 0 3 10 36
Detecting Multiple Changes in Persistence 0 0 1 192 0 0 11 406
Detecting Seasonal Unit Roots: an Approach Based on the Sample Autocorrelation Function 0 0 0 0 0 0 7 8
Determining the order of differencing in seasonal time series processes 0 0 0 19 0 2 4 444
Deterministic Parameter Change Models in Continuous and Discrete Time 0 0 0 4 0 1 12 30
Editorial 0 0 0 11 0 0 5 33
Editorial Announcement 0 0 0 0 1 2 11 15
Editorial Announcement 0 0 0 0 0 0 8 19
Editorial Announcement 0 0 0 5 0 1 5 28
Editorial Announcement 0 0 0 0 0 0 0 0
Editorial Announcement 0 0 0 1 1 1 9 10
Editorial Announcement 0 0 0 1 0 0 5 11
Editorial Announcement 0 0 0 1 1 1 5 14
Editorial Announcement 0 0 0 0 0 0 0 0
Editorial Announcement 0 0 0 0 0 1 4 4
Editorial Announcement: Addendum to Journal of Time Series Analysis Distinguished Authors 2023 0 0 0 0 0 0 6 6
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 0 0 0 6 1 1 6 27
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2021 0 0 0 0 0 0 8 10
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2022 0 0 0 5 1 1 4 19
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2024 0 0 0 0 0 0 6 8
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2025 0 0 2 2 0 2 9 9
Editorial Announcement: Professor Michael McAleer 0 0 0 3 0 0 4 15
Editorial announcement 0 0 0 1 0 0 5 8
Editorial announcement: Journal of Time Series Analysis Distinguished Authors 2020 0 0 0 4 1 1 6 22
Editorial, January 2018 0 0 0 0 1 2 8 27
Editorial, September 2018 0 0 0 1 1 2 8 29
Efficient tests of the seasonal unit root hypothesis 0 0 0 65 1 2 9 163
Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] 0 0 0 16 0 1 11 71
Extensions to IVX methods of inference for return predictability 0 0 0 0 0 0 14 19
Fluctuation Tests for a Change in Persistence 0 0 0 30 1 1 8 141
HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT 1 1 1 145 1 1 7 292
Improved tests for stock return predictability 0 0 0 0 0 0 5 7
In memory of Michael McAleer: special issue of Econometric Reviews 0 0 0 0 0 0 8 9
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 0 1 42 0 1 25 156
Inferring internal states across mice and monkeys using facial features 0 0 0 1 0 0 4 5
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 0 1 8 80
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem 0 0 0 5 0 0 13 31
Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 5 0 0 9 20
Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes 0 0 1 35 0 0 18 150
Modified tests for a change in persistence 0 0 1 96 1 1 22 301
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume 0 0 0 7 0 0 21 51
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 1 2 6 597 8 11 22 1,644
Nonparametric Detection of a Time‐Varying Mean 0 0 0 0 1 2 4 4
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 0 0 0 21 1 2 19 104
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 0 34 1 3 11 207
ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS 0 0 0 12 0 1 7 44
ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION 0 0 0 13 1 1 6 54
On Robust Trend Function Hypothesis Testing 0 0 0 67 0 0 8 207
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 1 3 12 43
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 0 1 42 1 1 15 153
On tests for changes in persistence 0 0 0 36 1 2 10 116
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 0 12 0 1 10 85
On the Definitions of (Co‐)integration 0 0 0 0 0 0 6 14
On the Power of GLS‐Type Unit Root Tests 1 1 2 2 1 1 11 19
On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation 0 0 0 0 1 1 10 540
On the limiting behaviour of augmented seasonal unit root tests 0 0 0 9 1 1 7 42
On the practical problems of computing seasonal unit root tests 0 0 0 39 0 1 7 120
On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence 0 0 0 65 1 1 4 160
Persistence change tests and shifting stable autoregressions 0 0 0 27 0 0 8 80
Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach 0 0 2 2 1 3 31 31
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 0 0 0 49 1 3 23 201
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 0 74 0 0 4 223
REJOINDER 0 0 0 10 0 0 5 51
Real‐Time Monitoring for Explosive Financial Bubbles 0 0 3 17 1 1 19 70
Real‐time detection of regimes of predictability in the US equity premium 0 0 0 5 0 0 9 26
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 0 0 0 246 1 2 12 667
Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series 0 0 0 0 0 0 11 330
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 0 7 121
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 1 8 2 3 13 66
Robust methods for detecting multiple level breaks in autocorrelated time series 0 1 1 23 0 1 16 124
Robust tests for a linear trend with an application to equity indices 0 0 0 16 2 4 16 78
Robust tests for deterministic seasonality and seasonal mean shifts 0 0 0 1 0 0 6 19
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 0 4 0 0 14 37
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 0 0 0 48 0 0 13 154
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION 0 0 0 16 0 0 11 86
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 0 1 6 22
SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION 0 0 0 10 2 3 9 71
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 1 11 0 1 8 103
STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS 0 0 1 54 0 1 11 174
Seasonal Unit Root Tests Based on Forward and Reverse Estimation 0 0 0 48 1 1 11 167
Seasonal unit root tests and the role of initial conditions 0 0 0 31 0 0 11 173
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 1 3 20 0 3 19 73
Simple tests for stock return predictability with good size and power properties 0 0 0 9 0 2 12 36
Some New Tests for a Change in Persistence 0 0 0 18 1 2 14 59
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction 0 0 0 4 0 1 9 35
Special issue of the Journal of Empirical Finance Guest Editors' introduction 0 0 1 10 0 0 8 68
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 52 0 0 9 162
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 0 43 0 0 10 140
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 1 1 12 19
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 0 0 17 0 0 5 82
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 0 0 7 0 1 6 20
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 0 2 9 237
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 1 1 1 22 1 3 16 107
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 0 0 0 24 0 0 8 129
Testing for Unit Roots in Monthly Time Series 0 0 0 7 0 1 16 34
Testing for a Change in Persistence in the Presence of a Volatility Shift* 0 0 0 32 1 2 15 145
Testing for a break in trend when the order of integration is unknown 0 0 0 39 1 1 16 163
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 88 1 2 10 348
Testing for co-integration in vector autoregressions with non-stationary volatility 0 1 1 70 3 4 20 246
Testing for episodic predictability in stock returns 0 0 1 6 2 3 25 52
Testing for parameter instability in predictive regression models 0 0 0 8 1 2 13 82
Testing for seasonal unit roots by frequency domain regression 0 0 0 17 0 1 10 76
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 1 1 2 54 1 3 9 218
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 19 0 0 8 75
Testing for unit roots in time series models with non-stationary volatility 0 0 1 224 1 1 14 509
Testing the Null of Co‐integration in the Presence of Variance Breaks 0 0 0 70 1 3 13 176
Tests for an end-of-sample bubble in financial time series 0 0 1 9 1 2 29 62
Tests for explosive financial bubbles in the presence of non-stationary volatility 1 3 11 115 2 7 40 255
Tests of stationarity against a change in persistence 2 2 2 144 3 3 15 371
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 0 0 9 202
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 0 0 9 71
The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag‐selection in Unit Root Tests 1 1 1 25 1 1 8 143
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 1 5 26 2 4 17 91
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 9 0 1 17 89
The impact of the initial condition on robust tests for a linear trend 0 0 0 8 0 0 10 45
Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility 1 1 1 84 2 4 11 199
Transformed regression-based long-horizon predictability tests 0 0 0 1 1 1 12 20
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 0 0 0 9 0 1 9 55
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 0 0 89 1 2 39 275
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date 0 0 0 5 0 0 11 43
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 11 0 0 12 48
Unit root testing under a local break in trend 0 0 0 21 0 0 12 114
Using covariates to improve the efficacy of univariate bubble detection methods 0 0 0 2 1 1 12 22
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 3 14 383
Variance ratio tests of the seasonal unit root hypothesis 0 0 0 54 0 1 9 168
Wild Bootstrap of the Sample Mean in the Infinite Variance Case 0 1 1 23 0 3 16 106
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 0 1 10 39
Total Journal Articles 11 20 66 5,312 84 193 1,834 20,931
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