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 5 34
A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 4 2 5 12 48
A simple, robust and powerful test of the trend hypothesis 0 0 1 45 7 7 17 193
Adaptive Inference In Heteroskedastic Fractional Time Series Models 0 0 0 188 4 6 13 348
Adaptive Inference in Heteroskedastic Fractional Time Series Models 0 1 3 11 2 3 9 47
Adaptive inference in heteroskedastic fractional time series models 0 0 0 13 2 2 6 13
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 1 1 3 17
Additional Critical Values and Asymptotic Representations for Monthly Seasonal Unit Root Tests 0 0 0 0 0 1 7 204
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 1 1 7 255
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 1 4 14 541
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 3 13 25 317
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 40 2 4 13 104
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 48 5 9 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 4 6 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 1 2 6 6
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 2 5 11 99
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 70 4 4 8 142
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 143 3 6 12 387
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 3 3 12 248
Bootstrap determination of the co-integration rank in VAR models 0 0 0 3 1 2 7 68
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 1 2 9 163
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 3 4 12 181
Bootstrapping the HEGY Seasonal Unit Root Tests 0 0 0 198 2 7 10 606
Co-integration Rank Testing under Conditional Heteroskedasticity 0 0 0 238 3 5 8 489
Co-integration rank tests under conditional heteroskedasticity 0 0 0 64 4 8 14 191
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 0 51 3 5 12 65
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 1 4 7 268
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 200 1 6 12 432
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 38 4 4 14 142
Extensions to IVX methods of inference for return predictability 1 1 1 18 4 8 33 91
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 1 5 13 78
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 1 1 127 2 5 14 228
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 5 9 19 957
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 3 7 17 232
Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem 0 0 0 21 1 2 7 28
Modified Tests for a Change in Persistence 0 0 0 196 3 4 10 511
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 32 1 3 25 87
On Augmented HEGY Tests for Seasonal Unit Roots 0 0 1 184 4 9 15 540
On Robust Trend Function Hypothesis Testing 0 0 0 54 3 4 10 686
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 0 1 7 336
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 1 78 7 13 22 163
On the Definitions of (Co-)Integration 0 0 0 0 2 3 9 497
On the Practical Problems of Computing Seasonal Unit Root Tests: The Case of Non-Durable Consumers' Expenditures 0 0 0 0 1 1 7 120
On the behaviour of fixed-b trend break tests under fractional integration 0 0 0 12 1 4 7 52
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 26 3 5 12 62
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 3 2 2 7 8
Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form 0 0 0 224 10 13 21 464
Regression-based seasonal unit root tests 0 1 3 60 3 7 21 212
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 6 1 1 7 53
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 4 7 13 203
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 0 28 1 2 8 134
Seasonal unit root tests and the role of initial conditions 0 0 0 23 2 3 8 100
Semi-Parametric Seasonal Unit Root Tests 0 0 0 17 2 3 15 65
Semi-Parametric Seasonal Unit Root Tests 0 0 0 42 4 5 14 76
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 1 2 9 0 3 22 49
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 0 60 3 4 11 129
Sieve-based inference for infinite-variance linear processes 0 0 3 98 1 2 10 175
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 0 0 1 127 1 2 9 391
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 1 88 0 1 10 386
Temporal Aggregation of Seasonally Near-Integrated Processes 1 1 1 45 3 8 17 91
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 1 2 9 460
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 234 3 3 16 575
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 116 1 1 13 390
Testing for Episodic Predictability in Stock Returns 0 0 0 28 3 6 18 126
Testing for Seasonal Unit Roots: a simple alternative to HEGY 0 0 0 0 0 1 6 233
Testing for Stochastic Unit Roots - Some Monte Carlo evidence 0 0 0 14 2 4 12 65
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 0 174 6 9 24 392
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 40 2 6 22 166
Testing for a unit root in the presence of a possible break in trend 0 1 1 51 1 6 25 215
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 0 1 1 36 1 2 11 155
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 0 30 1 4 12 172
Testing for seasonal unit roots by frequency domain regression 0 0 0 141 6 6 14 276
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 0 90 4 10 20 363
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 0 56 5 5 15 228
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 1 36 3 4 16 189
Testing the Null of Co-integration in the Presence of Variance Breaks 0 0 0 3 0 2 6 279
Tests for an end-of-sample bubble in financial time series 0 0 0 70 5 6 14 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 1 4 11 92
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 0 0 76 3 4 10 348
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 0 71 5 8 16 151
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 63 8 12 17 147
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 2 4 9 77
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 61 3 6 20 99
Unit root inference for non-stationary linear processes driven by infinite variance innovations 0 0 2 85 3 6 12 192
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 0 0 2 84 3 4 13 306
Unit root testing under a local break in trend 0 0 0 5 0 0 13 43
Unit root testing under a local break in trend 0 0 0 85 5 7 13 185
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 3 18 25 80
Wild bootstrap of the mean in the infinite variance case 0 0 1 7 1 2 7 39
Total Working Papers 2 8 27 5,737 229 428 1,150 19,529

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 2 8 34
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 6 0 2 10 67
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION 0 0 0 6 1 1 8 52
A Generalised Fractional Differencing Bootstrap for Long Memory Processes 0 0 0 5 2 3 11 32
A Note on Testing Covariance Stationarity 0 0 0 45 2 2 8 148
A Review of Unit Root Tests in Time Series: Volumes 1 and 2 0 0 0 26 2 5 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 4 15 248
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 20 1 2 7 66
Adaptive Inference in Heteroscedastic Fractional Time Series Models 0 0 1 21 3 3 8 53
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 1 3 13 14
Additional critical values and asymptotic representations for seasonal unit root tests 0 0 0 75 1 5 12 195
Additive Outlier Detection Via Extreme‐Value Theory 0 0 2 84 0 2 9 427
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 0 50 2 6 18 200
An optimal test against a random walk component in a non-orthogonal unobserved components model 0 0 0 63 1 2 5 500
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 2 4 10 72
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY 0 1 3 125 5 9 18 265
Bonferroni Type Tests for Return Predictability and the Initial Condition 0 0 0 0 1 4 7 8
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors 0 0 1 1 0 5 12 16
Book Reviews 0 0 0 1 2 3 5 14
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 1 2 11 52
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 6 7 13 87
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 0 0 0 8 1 5 10 65
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models 0 0 0 131 4 7 28 511
Bootstrap M Unit Root Tests 0 0 0 92 3 5 19 251
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 0 0 1 65 5 10 17 214
Bootstrapping the HEGY seasonal unit root tests 0 1 1 78 2 3 21 289
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY 0 0 1 59 4 6 18 173
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 1 3 10 189
CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility* 0 0 0 5 6 9 25 50
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 0 0 1 55
Controversy: On Modelling the Long Run in Applied Economics 0 0 0 43 2 3 8 182
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 3 4 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 1 2 4 14
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 0 3 0 2 8 33
Detecting Multiple Changes in Persistence 0 0 1 192 2 3 11 406
Detecting Seasonal Unit Roots: an Approach Based on the Sample Autocorrelation Function 0 0 0 0 1 2 7 8
Determining the order of differencing in seasonal time series processes 0 0 0 19 1 1 3 442
Deterministic Parameter Change Models in Continuous and Discrete Time 0 0 0 4 1 4 12 29
Editorial 0 0 0 11 2 2 5 33
Editorial Announcement 0 0 0 0 0 0 0 0
Editorial Announcement 0 0 0 0 0 0 0 0
Editorial Announcement 0 0 0 1 1 1 5 11
Editorial Announcement 0 0 0 0 2 4 8 19
Editorial Announcement 0 0 1 1 0 2 9 9
Editorial Announcement 0 0 0 5 1 2 4 27
Editorial Announcement 0 0 0 0 1 6 9 13
Editorial Announcement 0 0 0 1 3 3 4 13
Editorial Announcement 0 0 0 0 0 0 3 3
Editorial Announcement: Addendum to Journal of Time Series Analysis Distinguished Authors 2023 0 0 0 0 1 1 6 6
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 0 0 0 6 2 2 5 26
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2021 0 0 0 0 2 2 8 10
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2022 0 0 0 5 0 0 3 18
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2024 0 0 0 0 1 1 6 8
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2025 0 1 2 2 2 6 7 7
Editorial Announcement: Professor Michael McAleer 0 0 0 3 1 1 4 15
Editorial announcement 0 0 0 1 1 1 5 8
Editorial announcement: Journal of Time Series Analysis Distinguished Authors 2020 0 0 0 4 1 2 5 21
Editorial, January 2018 0 0 0 0 2 4 7 25
Editorial, September 2018 0 0 0 1 2 3 6 27
Efficient tests of the seasonal unit root hypothesis 0 0 0 65 2 5 7 161
Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] 0 0 0 16 3 6 11 70
Extensions to IVX methods of inference for return predictability 0 0 0 0 3 6 15 19
Fluctuation Tests for a Change in Persistence 0 0 0 30 1 2 7 140
HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT 0 0 0 144 1 2 13 291
Improved tests for stock return predictability 0 0 0 0 0 2 5 7
In memory of Michael McAleer: special issue of Econometric Reviews 0 0 0 0 0 3 8 9
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 1 2 42 5 7 26 155
Inferring internal states across mice and monkeys using facial features 0 0 1 1 1 1 5 5
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 3 3 8 79
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem 0 0 0 5 2 6 13 31
Likelihood Ratio Tests for Seasonal Unit Roots 0 0 1 5 3 5 10 20
Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes 0 0 1 35 0 1 19 150
Modified tests for a change in persistence 0 0 1 96 6 10 21 300
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume 0 0 0 7 2 6 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 0 2 4 595 2 5 14 1,633
Nonparametric Detection of a Time‐Varying Mean 0 0 0 0 2 2 2 2
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 0 0 0 21 1 11 18 102
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 0 34 2 3 9 204
ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS 0 0 0 12 2 4 6 43
ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION 0 0 0 13 1 1 6 53
On Robust Trend Function Hypothesis Testing 0 0 0 67 1 1 8 207
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 3 4 9 40
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 1 1 42 2 5 15 152
On tests for changes in persistence 0 0 0 36 1 4 9 114
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 0 12 3 5 11 84
On the Definitions of (Co‐)integration 0 0 0 0 1 1 6 14
On the Power of GLS‐Type Unit Root Tests 0 0 1 1 7 7 11 18
On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation 0 0 0 0 1 4 9 539
On the limiting behaviour of augmented seasonal unit root tests 0 0 0 9 2 3 6 41
On the practical problems of computing seasonal unit root tests 0 0 0 39 0 0 6 119
On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence 0 0 0 65 1 1 3 159
Persistence change tests and shifting stable autoregressions 0 0 0 27 1 2 8 80
Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach 1 1 2 2 8 15 28 28
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 0 0 0 49 3 6 23 198
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 0 74 1 1 5 223
REJOINDER 0 0 0 10 1 1 7 51
Real‐Time Monitoring for Explosive Financial Bubbles 0 2 4 17 3 8 21 69
Real‐time detection of regimes of predictability in the US equity premium 0 0 0 5 1 3 9 26
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 0 0 0 246 2 6 11 665
Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series 0 0 0 0 2 3 11 330
Regression‐based Tests for a Change in Persistence* 0 0 0 32 1 1 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 2 8 2 3 12 63
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 22 2 6 16 123
Robust tests for a linear trend with an application to equity indices 0 0 0 16 0 1 12 74
Robust tests for deterministic seasonality and seasonal mean shifts 0 0 0 1 2 3 6 19
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 0 4 3 7 14 37
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 0 0 0 48 1 2 13 154
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION 0 0 0 16 3 5 11 86
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 1 2 6 21
SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION 0 0 0 10 1 3 6 68
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 1 11 1 1 8 102
STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS 0 0 1 54 3 5 11 173
Seasonal Unit Root Tests Based on Forward and Reverse Estimation 0 0 0 48 3 4 10 166
Seasonal unit root tests and the role of initial conditions 0 0 0 31 0 3 11 173
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 2 19 3 6 20 70
Simple tests for stock return predictability with good size and power properties 0 0 0 9 1 2 10 34
Some New Tests for a Change in Persistence 0 0 0 18 5 5 12 57
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction 0 0 0 4 3 5 8 34
Special issue of the Journal of Empirical Finance Guest Editors' introduction 1 1 1 10 1 2 9 68
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 52 1 2 11 162
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 0 43 1 1 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 3 6 11 18
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 0 1 17 2 2 8 82
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 0 0 7 1 3 5 19
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 3 4 8 235
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 0 0 0 21 0 3 15 104
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 0 0 0 24 1 2 9 129
Testing for Unit Roots in Monthly Time Series 0 0 1 7 3 5 17 33
Testing for a Change in Persistence in the Presence of a Volatility Shift* 0 0 0 32 5 7 14 143
Testing for a break in trend when the order of integration is unknown 0 0 0 39 1 4 17 162
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 88 0 2 10 346
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 2 69 2 7 21 242
Testing for episodic predictability in stock returns 0 1 1 6 4 11 22 49
Testing for parameter instability in predictive regression models 0 0 0 8 3 4 12 80
Testing for seasonal unit roots by frequency domain regression 0 0 0 17 3 5 10 75
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 1 1 1 53 1 3 9 215
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 19 1 3 8 75
Testing for unit roots in time series models with non-stationary volatility 0 0 1 224 0 2 14 508
Testing the Null of Co‐integration in the Presence of Variance Breaks 0 0 0 70 3 3 10 173
Tests for an end-of-sample bubble in financial time series 0 1 1 9 4 8 28 60
Tests for explosive financial bubbles in the presence of non-stationary volatility 0 2 13 112 5 16 40 248
Tests of stationarity against a change in persistence 0 0 0 142 2 4 12 368
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 1 1 10 202
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 2 10 71
The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag‐selection in Unit Root Tests 0 0 0 24 1 2 8 142
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 0 6 25 0 1 18 87
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 9 3 9 18 88
The impact of the initial condition on robust tests for a linear trend 0 0 0 8 5 5 11 45
Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility 0 0 1 83 1 3 8 195
Transformed regression-based long-horizon predictability tests 0 0 0 1 5 6 12 19
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 0 0 0 9 3 3 8 54
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 0 0 89 2 4 38 273
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date 0 0 0 5 0 1 11 43
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 11 3 4 12 48
Unit root testing under a local break in trend 0 0 0 21 0 3 14 114
Using covariates to improve the efficacy of univariate bubble detection methods 0 0 0 2 3 4 12 21
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 1 2 11 380
Variance ratio tests of the seasonal unit root hypothesis 0 0 0 54 2 4 8 167
Wild Bootstrap of the Sample Mean in the Infinite Variance Case 0 0 0 22 3 5 15 103
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 1 2 10 38
Total Journal Articles 3 16 68 5,292 301 593 1,780 20,738
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