Access Statistics for Robert Taylor

Author contact details at EconPapers.

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 1 38 0 0 1 29
A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 4 0 0 1 36
A simple, robust and powerful test of the trend hypothesis 0 0 0 44 0 0 3 176
Adaptive Inference In Heteroskedastic Fractional Time Series Models 0 0 1 188 1 1 2 334
Adaptive Inference in Heteroskedastic Fractional Time Series Models 0 0 1 8 0 1 3 38
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 0 0 14
Additional Critical Values and Asymptotic Representations for Monthly Seasonal Unit Root Tests 0 0 0 0 1 1 2 197
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 0 0 0 248
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 0 0 0 527
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 0 0 0 292
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 48 0 1 1 185
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 40 0 0 1 91
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 0 403
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 0 0 88
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 70 0 0 1 134
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 143 1 1 4 375
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 1 2 4 236
Bootstrap determination of the co-integration rank in VAR models 0 0 0 3 1 2 2 61
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 0 0 1 154
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 0 1 2 168
Bootstrapping the HEGY Seasonal Unit Root Tests 0 0 0 198 0 0 1 596
Co-integration Rank Testing under Conditional Heteroskedasticity 1 1 1 238 1 1 1 481
Co-integration rank tests under conditional heteroskedasticity 0 0 0 64 0 0 0 177
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 1 51 0 0 5 53
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 2 2 2 261
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 200 0 0 0 419
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 37 0 0 0 127
Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning 0 0 5 5 0 2 8 8
Extensions to IVX methods of inference for return predictability 0 0 1 17 4 4 9 58
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 126 0 0 1 214
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 0 0 1 65
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 2 4 5 937
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 1 1 3 215
Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem 0 0 0 21 0 0 0 21
Modified Tests for a Change in Persistence 0 0 0 196 2 3 3 500
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 32 1 2 2 62
On Augmented HEGY Tests for Seasonal Unit Roots 0 0 0 183 0 0 0 525
On Robust Trend Function Hypothesis Testing 0 0 0 54 2 2 2 676
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 1 1 1 329
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 0 77 0 1 2 139
On the Definitions of (Co-)Integration 0 0 0 0 2 2 2 488
On the Practical Problems of Computing Seasonal Unit Root Tests: The Case of Non-Durable Consumers' Expenditures 0 0 0 0 0 0 0 113
On the behaviour of fixed-b trend break tests under fractional integration 0 0 0 11 1 1 1 44
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 26 0 0 2 50
Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form 0 0 2 224 0 1 5 443
Regression-based seasonal unit root tests 0 0 0 57 0 0 1 191
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 6 1 1 3 46
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 0 0 2 190
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 0 28 0 1 3 126
Seasonal unit root tests and the role of initial conditions 0 0 1 23 0 1 2 92
Semi-Parametric Seasonal Unit Root Tests 0 0 0 17 0 0 1 50
Semi-Parametric Seasonal Unit Root Tests 0 0 0 42 0 0 1 62
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 1 7 0 1 4 27
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 0 60 0 0 0 117
Sieve-based inference for infinite-variance linear processes 0 0 0 95 0 0 1 165
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 0 0 0 126 0 1 1 382
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 0 87 0 0 1 376
Temporal Aggregation of Seasonally Near-Integrated Processes 0 0 0 43 0 1 3 72
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 1 1 3 451
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 234 0 0 0 559
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 116 0 0 1 377
Testing for Episodic Predictability in Stock Returns 0 0 0 28 1 2 3 108
Testing for Seasonal Unit Roots: a simple alternative to HEGY 0 0 0 0 1 1 1 227
Testing for Stochastic Unit Roots - Some Monte Carlo evidence 0 0 0 14 1 1 3 52
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 0 174 0 0 2 368
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 40 1 3 6 144
Testing for a unit root in the presence of a possible break in trend 0 0 0 50 0 1 2 190
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 0 0 0 35 0 1 3 144
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 0 30 2 2 2 159
Testing for seasonal unit roots by frequency domain regression 1 1 1 141 1 1 1 262
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 2 90 0 1 7 343
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 0 56 0 0 4 213
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 35 1 1 3 173
Testing the Null of Co-integration in the Presence of Variance Breaks 0 0 0 3 0 0 0 273
Tests for an end-of-sample bubble in financial time series 0 0 1 70 1 2 3 46
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 1 81
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 0 0 76 0 0 0 338
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 1 71 1 1 2 135
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 63 0 2 2 130
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 0 0 1 68
Unit Root Tests and Heavy-Tailed Innovations 0 0 1 61 1 2 3 79
Unit root inference for non-stationary linear processes driven by infinite variance innovations 0 0 0 83 1 1 3 180
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 0 0 0 82 3 3 5 292
Unit root testing under a local break in trend 0 0 0 5 1 1 1 30
Unit root testing under a local break in trend 0 0 0 85 0 0 0 172
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 0 0 0 55
Wild bootstrap of the mean in the infinite variance case 0 0 0 6 1 1 2 32
Total Working Papers 2 2 21 5,696 43 71 171 18,364
3 registered items for which data could not be found

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 1 1 1 26
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 6 0 0 0 57
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION 0 0 0 6 1 1 1 44
A Generalised Fractional Differencing Bootstrap for Long Memory Processes 0 0 0 5 2 2 2 20
A Note on Testing Covariance Stationarity 0 0 1 45 0 0 1 140
A Review of Unit Root Tests in Time Series: Volumes 1 and 2 0 0 0 26 1 1 1 57
A bootstrap test for additive outliers in non-stationary time series 0 0 0 19 0 1 1 56
A simple, robust and powerful test of the trend hypothesis 0 1 1 87 1 2 3 232
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 20 0 0 0 59
Adaptive Inference in Heteroscedastic Fractional Time Series Models 0 2 8 19 0 3 11 44
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 0 0 0 1
Additional critical values and asymptotic representations for seasonal unit root tests 0 0 0 75 0 1 1 183
Additive Outlier Detection Via Extreme‐Value Theory 0 0 0 82 1 2 3 418
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 0 50 0 0 0 182
An optimal test against a random walk component in a non-orthogonal unobserved components model 0 0 0 63 0 0 1 495
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 0 0 0 62
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY 0 1 3 122 0 1 4 247
Bonferroni Type Tests for Return Predictability and the Initial Condition 0 0 0 0 1 1 1 1
Book Reviews 0 0 0 1 0 0 0 9
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 0 0 0 41
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 0 0 1 74
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 0 0 0 8 0 0 0 54
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models 0 0 2 131 1 2 8 482
Bootstrap M Unit Root Tests 0 0 0 92 0 0 1 232
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 0 0 3 64 1 1 5 197
Bootstrapping the HEGY seasonal unit root tests 0 0 1 77 0 0 1 268
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY 1 1 2 58 2 3 5 155
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 1 84 0 0 4 179
CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility* 0 0 1 4 0 3 11 21
Call for Papers: Special Issue on Recent Developments in Time Series Methods for Detecting Bubbles and Crashes 0 0 4 5 0 0 8 14
Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? 0 0 0 0 0 0 0 3
Conference in honour of Paul Newbold 0 0 0 4 0 0 0 54
Controversy: On Modelling the Long Run in Applied Economics 0 0 1 43 0 0 1 174
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 0 0 1 222
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 1 10
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 2 3 0 0 3 25
Detecting Multiple Changes in Persistence 0 0 3 189 0 0 6 393
Detecting Seasonal Unit Roots: an Approach Based on the Sample Autocorrelation Function 0 0 0 0 0 0 0 1
Determining the order of differencing in seasonal time series processes 0 0 0 19 0 0 0 439
Deterministic Parameter Change Models in Continuous and Discrete Time 0 0 0 4 0 0 0 17
Editorial 0 0 0 11 0 0 0 28
Editorial Announcement 0 0 0 0 0 1 1 4
Editorial Announcement 0 0 0 1 0 0 0 8
Editorial Announcement 0 0 0 1 1 1 2 6
Editorial Announcement 0 0 0 5 0 0 0 23
Editorial Announcement 0 0 0 0 1 1 1 11
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 0 0 0 6 1 2 2 21
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2021 0 0 0 0 0 0 0 2
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2022 0 0 0 5 1 1 2 15
Editorial Announcement: Professor Michael McAleer 0 0 0 3 0 0 1 10
Editorial announcement 0 0 0 1 0 0 0 1
Editorial announcement: Journal of Time Series Analysis Distinguished Authors 2020 0 0 0 4 0 0 0 16
Editorial, January 2018 0 0 0 0 0 0 0 18
Editorial, September 2018 0 0 0 1 0 0 0 21
Efficient tests of the seasonal unit root hypothesis 0 0 1 65 0 0 2 154
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 0 0 59
Extensions to IVX methods of inference for return predictability 0 0 0 0 0 0 4 4
Fluctuation Tests for a Change in Persistence 0 0 0 30 1 1 2 133
HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT 0 1 2 144 2 3 5 278
Improved tests for stock return predictability 0 0 0 0 1 1 1 2
In memory of Michael McAleer: special issue of Econometric Reviews 0 0 0 0 0 0 0 1
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 0 1 40 0 0 2 127
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 1 1 2 71
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 0 18
Likelihood Ratio Tests for Seasonal Unit Roots 0 1 2 4 0 1 2 10
Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes 0 0 0 34 0 0 0 131
Modified tests for a change in persistence 0 0 2 95 0 0 2 279
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume 0 0 0 7 0 0 3 30
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 0 1 2 591 1 3 6 1,618
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 0 0 0 21 0 0 0 84
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 0 34 1 1 1 195
ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS 0 0 0 12 1 1 1 36
ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION 0 0 0 13 1 1 1 47
On Robust Trend Function Hypothesis Testing 0 0 0 67 1 1 1 199
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 0 0 1 31
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 0 0 41 0 1 2 137
On tests for changes in persistence 0 0 0 36 0 0 0 105
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 1 12 1 1 2 72
On the Definitions of (Co‐)integration 0 0 0 0 0 0 1 8
On the Power of GLS‐Type Unit Root Tests 0 0 0 0 1 2 5 7
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 1 530
On the limiting behaviour of augmented seasonal unit root tests 0 0 0 9 0 1 2 35
On the practical problems of computing seasonal unit root tests 0 0 0 39 0 1 2 113
On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence 0 0 0 65 0 0 0 156
Persistence change tests and shifting stable autoregressions 0 0 0 27 0 0 0 72
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 0 0 3 49 0 1 7 175
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 0 74 0 2 2 217
REJOINDER 0 0 0 10 0 0 1 44
Real‐Time Monitoring for Explosive Financial Bubbles 0 0 1 13 0 1 4 47
Real‐time detection of regimes of predictability in the US equity premium 0 0 1 5 1 1 3 17
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 0 1 1 246 0 1 2 654
Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series 0 0 0 0 0 1 1 319
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 0 1 114
Robust Stationarity Tests in Seasonal Time Series Processes 0 0 0 0 1 1 1 500
Robust and Powerful Tests for Nonlinear Deterministic Components 0 0 0 6 1 2 2 51
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 22 0 0 1 106
Robust tests for a linear trend with an application to equity indices 0 0 0 16 2 4 4 62
Robust tests for deterministic seasonality and seasonal mean shifts 0 0 0 1 0 1 2 12
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 0 4 0 2 2 23
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 0 0 0 48 0 0 0 141
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION 0 0 1 16 0 0 1 75
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 1 1 2 15
SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION 0 0 0 10 0 0 0 62
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 0 10 3 3 5 94
STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS 0 0 0 52 1 1 1 161
Seasonal Unit Root Tests Based on Forward and Reverse Estimation 0 0 0 48 1 1 1 156
Seasonal unit root tests and the role of initial conditions 0 0 0 31 0 0 1 161
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 1 4 16 0 1 11 49
Simple tests for stock return predictability with good size and power properties 0 0 2 9 0 0 2 24
Some New Tests for a Change in Persistence 0 0 0 18 1 2 2 45
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction 0 0 0 4 1 1 1 26
Special issue of the Journal of Empirical Finance Guest Editors' introduction 0 0 0 9 0 1 4 59
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 52 1 1 1 151
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 0 43 0 0 1 130
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 0 7
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 0 0 16 0 1 2 74
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 0 0 6 0 0 0 13
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 0 0 2 227
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 0 0 0 21 0 1 4 89
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 0 0 1 24 0 0 1 120
Testing for Unit Roots in Monthly Time Series 0 0 0 6 0 2 3 15
Testing for a Change in Persistence in the Presence of a Volatility Shift* 0 0 0 32 0 1 1 128
Testing for a break in trend when the order of integration is unknown 0 0 0 39 0 0 0 144
Testing for a change in persistence in the presence of non-stationary volatility 0 0 2 88 0 0 2 336
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 0 67 0 2 4 220
Testing for episodic predictability in stock returns 0 0 0 5 0 1 3 27
Testing for parameter instability in predictive regression models 0 0 0 8 0 0 1 68
Testing for seasonal unit roots by frequency domain regression 0 0 1 17 0 0 2 65
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 0 0 2 52 0 0 7 205
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 19 1 1 1 67
Testing for unit roots in time series models with non-stationary volatility 0 0 2 222 1 3 7 493
Testing the Null of Co‐integration in the Presence of Variance Breaks 0 0 0 70 0 0 0 163
Tests for an end-of-sample bubble in financial time series 0 0 2 8 0 1 7 32
Tests for explosive financial bubbles in the presence of non-stationary volatility 2 4 10 96 3 5 22 204
Tests of stationarity against a change in persistence 0 0 0 142 0 0 5 355
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 0 0 0 192
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 0 61
The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag‐selection in Unit Root Tests 0 0 0 24 0 0 0 134
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 0 3 19 0 1 7 69
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 9 2 2 3 70
The impact of the initial condition on robust tests for a linear trend 0 0 0 8 0 0 0 34
Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility 0 1 1 82 1 2 2 187
Transformed regression-based long-horizon predictability tests 0 0 1 1 0 0 6 6
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 0 0 0 9 0 0 3 46
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 0 0 89 1 1 2 235
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date 0 0 0 5 0 0 1 32
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 11 0 1 1 36
Unit root testing under a local break in trend 0 0 0 21 1 1 1 100
Using covariates to improve the efficacy of univariate bubble detection methods 0 0 1 2 0 1 3 9
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 1 2 3 369
Variance ratio tests of the seasonal unit root hypothesis 0 1 3 54 0 1 5 159
Wild Bootstrap of the Sample Mean in the Infinite Variance Case 1 1 1 22 2 3 3 87
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 0 0 2 28
Total Journal Articles 4 17 87 5,213 57 115 329 18,910
4 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Introduction and Overview 0 0 0 0 0 0 0 3
Total Chapters 0 0 0 0 0 0 0 3

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03