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 1 1 33 0 1 4 21
A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 4 0 1 3 30
A simple, robust and powerful test of the trend hypothesis 0 0 0 44 0 1 7 167
Adaptive Inference In Heteroskedastic Fractional Time Series Models 1 1 19 168 1 4 44 281
Adaptive Inference in Heteroskedastic Fractional Time Series Models 0 1 4 4 3 5 16 16
Additional Critical Values and Asymptotic Representations for Monthly Seasonal Unit Root Tests 0 0 0 0 0 0 0 194
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 0 0 6 240
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 0 0 4 524
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 0 0 5 285
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 39 0 0 4 85
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 47 0 2 10 170
Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets 0 0 3 177 1 2 10 398
Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets 0 0 2 44 0 2 7 83
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 70 0 0 2 131
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 1 141 2 2 10 348
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 0 0 2 226
Bootstrap determination of the co-integration rank in VAR models 0 0 0 3 0 2 3 50
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 50 0 0 2 157
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 0 1 3 147
Bootstrapping the HEGY Seasonal Unit Root Tests 0 0 0 194 0 1 4 588
Co-integration Rank Testing under Conditional Heteroskedasticity 0 0 2 237 0 0 7 471
Co-integration rank tests under conditional heteroskedasticity 0 0 0 62 0 0 6 171
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 1 47 0 0 3 39
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 0 1 5 256
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 199 0 0 0 414
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 36 0 1 3 122
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 22 0 1 2 58
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 2 123 1 1 7 204
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 1 2 5 147 6 16 43 830
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 0 3 10 205
Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem 1 1 18 18 4 4 13 13
Modified Tests for a Change in Persistence 0 0 0 195 1 2 6 492
On Augmented HEGY Tests for Seasonal Unit Roots 0 0 0 183 1 2 4 516
On Robust Trend Function Hypothesis Testing 0 0 0 54 0 0 2 667
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 1 1 6 326
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 2 73 3 5 24 123
On the Definitions of (Co-)Integration 0 0 0 0 0 2 3 482
On the Practical Problems of Computing Seasonal Unit Root Tests: The Case of Non-Durable Consumers' Expenditures 0 0 0 0 0 0 2 113
On the behaviour of fixed-b trend break tests under fractional integration 0 0 0 11 1 1 2 38
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 2 2 2 26 3 3 10 44
Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form 1 1 4 216 2 2 16 417
Regression-based seasonal unit root tests 0 0 0 56 0 1 5 183
Robust Inference on Seasonal Unit Roots via a Bootstrap Applied to OECD Macroeconomic Series 0 0 3 9 1 3 9 62
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 5 0 0 1 39
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 0 0 2 186
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 0 27 0 0 1 113
Seasonal unit root tests and the role of initial conditions 0 0 0 21 0 0 0 87
Semi-Parametric Seasonal Unit Root Tests 0 0 0 40 2 2 7 52
Semi-Parametric Seasonal Unit Root Tests 0 0 0 15 0 0 2 40
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 6 25 25 0 13 35 35
Sieve-based inference for infinite-variance linear processes 0 0 1 91 0 1 4 153
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 0 0 2 125 0 1 7 369
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 1 1 4 85 1 2 8 363
Temporal Aggregation of Seasonally Near-Integrated Processes 0 0 2 40 1 1 8 60
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 1 89 0 1 9 433
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 115 0 1 9 367
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 1 233 0 0 9 553
Testing for Episodic Predictability in Stock Returns 0 0 7 19 0 4 33 70
Testing for Seasonal Unit Roots: a simple alternative to HEGY 0 0 0 0 0 0 2 224
Testing for Stochastic Unit Roots - Some Monte Carlo evidence 0 0 0 14 0 0 3 44
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 0 170 0 1 6 359
Testing for a change in persistence in the presence of non-stationary volatility 0 0 2 39 2 3 5 129
Testing for a unit root in the presence of a possible break in trend 0 0 0 46 0 1 3 176
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 0 0 0 34 1 1 4 129
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 0 30 0 0 8 153
Testing for seasonal unit roots by frequency domain regression 0 0 2 134 1 1 8 246
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 1 85 4 7 18 317
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 1 54 0 1 11 195
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 35 0 0 2 165
Testing the Null of Co-integration in the Presence of Variance Breaks 0 0 0 3 1 1 1 272
Tests for an end-of-sample bubble in financial time series 0 0 0 68 0 0 3 34
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 35 1 1 7 70
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 1 1 7 63 2 2 19 299
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 4 70 0 0 12 124
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 2 61 0 0 7 117
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 0 1 3 66
Unit Root Tests and Heavy-Tailed Innovations 0 0 2 55 0 0 5 61
Unit root inference for non-stationary linear processes driven by infinite variance innovations 0 0 4 79 1 7 24 154
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 0 1 3 78 0 2 6 272
Unit root testing under a local break in trend 0 0 0 5 1 1 4 28
Unit root testing under a local break in trend 0 0 0 84 0 0 1 169
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 2 47 0 0 5 51
Wild bootstrap of the mean in the infinite variance case 0 0 0 5 1 4 6 26
Total Working Papers 8 18 142 5,395 50 133 642 17,187
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 1 1 4 7 2 3 10 17
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 0 0 1 6 1 1 4 54
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION 0 0 1 5 0 0 2 39
A Generalised Fractional Differencing Bootstrap for Long Memory Processes 0 1 1 3 0 3 3 7
A Note on Testing Covariance Stationarity 0 1 1 44 0 1 3 138
A Review of Unit Root Tests in Time Series: Volumes 1 and 2 0 0 0 23 0 0 0 51
A bootstrap test for additive outliers in non-stationary time series 0 0 0 17 0 0 2 48
A simple, robust and powerful test of the trend hypothesis 0 0 1 79 0 0 2 209
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 1 19 0 1 2 55
Additional critical values and asymptotic representations for seasonal unit root tests 0 0 0 70 0 0 7 166
Additive Outlier Detection Via Extreme‐Value Theory 1 1 2 76 1 1 6 402
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 1 46 0 0 5 172
An optimal test against a random walk component in a non-orthogonal unobserved components model 0 0 0 63 0 0 2 488
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 12 0 1 1 56
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY 0 1 2 114 0 3 5 226
Book Reviews 0 0 0 1 0 0 1 8
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 2 5 0 0 5 40
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 11 0 0 0 68
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 0 0 1 7 1 1 3 44
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models 0 1 7 125 2 11 37 339
Bootstrap M Unit Root Tests 1 1 1 85 2 3 3 215
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets 0 1 1 58 2 4 11 179
Bootstrapping the HEGY seasonal unit root tests 0 0 0 76 0 1 4 259
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY 0 0 2 56 0 2 6 132
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 82 2 2 4 168
Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? 0 0 0 0 0 0 0 0
Conference in honour of Paul Newbold 0 0 0 4 0 0 1 50
Controversy: On Modelling the Long Run in Applied Economics 0 0 0 42 0 0 0 168
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 2 77 0 0 3 208
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 0 0 0 3 4 18
Detecting Multiple Changes in Persistence 0 0 6 179 1 2 13 370
Detecting Seasonal Unit Roots: an Approach Based on the Sample Autocorrelation Function 0 0 0 0 0 0 0 0
Determination of the Number of Common Stochastic Trends Under Conditional Heteroskedasticity/Determinación del número de tendencias estocásticas comunes bajo heteroscedasticidad condicional 0 0 0 21 0 0 4 172
Determining the order of differencing in seasonal time series processes 0 0 0 19 0 1 1 434
Deterministic Parameter Change Models in Continuous and Discrete Time 0 0 2 3 0 3 6 9
Editorial 0 0 0 11 0 0 0 28
Editorial Announcement 0 0 0 5 0 0 0 23
Editorial Announcement 0 0 0 0 0 0 0 9
Editorial Announcement 0 0 0 1 0 0 1 6
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 1 1 5 5 1 1 10 10
Editorial, January 2018 0 0 0 0 0 0 3 16
Editorial, September 2018 0 0 0 1 0 0 2 20
Efficient tests of the seasonal unit root hypothesis 0 0 0 61 0 0 1 144
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
Fluctuation Tests for a Change in Persistence 0 0 0 30 0 0 4 129
HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT 0 0 2 129 0 2 8 242
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 0 2 36 0 1 8 107
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 12 0 4 7 61
Likelihood Ratio Tests for Seasonal Unit Roots 0 0 1 1 0 1 2 5
Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes 0 0 0 34 0 0 3 130
Modified tests for a change in persistence 0 0 0 89 1 1 2 265
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 2 5 19 575 5 14 60 1,545
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 0 0 2 20 0 1 5 73
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 1 33 0 1 4 189
ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS 0 0 0 10 0 1 1 32
On Robust Trend Function Hypothesis Testing 0 0 0 67 0 0 0 189
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 0 0 1 22
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 0 0 37 0 0 3 130
On tests for changes in persistence 0 0 0 36 0 0 0 104
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 1 7 0 1 6 59
On the Definitions of (Co‐)integration 0 0 0 0 0 0 2 3
On the Power of GLS‐Type Unit Root Tests 0 0 0 0 0 0 0 0
On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation 0 0 0 0 0 0 1 525
On the limiting behaviour of augmented seasonal unit root tests 0 0 0 9 0 0 1 26
On the practical problems of computing seasonal unit root tests 0 0 0 38 0 0 1 110
On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence 0 0 0 65 0 0 2 153
Persistence change tests and shifting stable autoregressions 0 0 0 27 0 0 1 72
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 2 3 10 35 3 7 32 138
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 1 73 0 1 7 207
REJOINDER 0 0 0 10 0 1 1 42
Real‐Time Monitoring for Explosive Financial Bubbles 0 0 4 8 0 0 8 23
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 0 1 1 242 0 1 8 640
Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series 0 0 0 0 0 0 1 317
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 1 5 111
Robust Stationarity Tests in Seasonal Time Series Processes 0 0 0 0 0 0 1 495
Robust and Powerful Tests for Nonlinear Deterministic Components 0 0 0 6 0 0 3 42
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 18 0 1 4 97
Robust tests for a linear trend with an application to equity indices 0 1 1 15 0 2 4 55
Robust tests for deterministic seasonality and seasonal mean shifts 0 1 1 1 0 2 4 9
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 0 2 0 2 3 14
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 0 0 1 47 0 2 11 135
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION 0 0 0 15 0 1 2 74
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 1 3 3 13
SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION 0 0 0 10 0 1 3 61
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 0 10 0 1 2 83
STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS 0 0 0 49 0 2 4 154
Seasonal Unit Root Tests Based on Forward and Reverse Estimation 0 0 0 48 0 0 1 152
Seasonal unit root tests and the role of initial conditions 0 0 0 31 0 0 3 154
Some New Tests for a Change in Persistence 0 0 1 17 0 0 3 39
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction 0 0 0 4 0 0 4 23
Special issue of the Journal of Empirical Finance Guest Editors' introduction 0 0 1 8 0 0 2 48
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 50 0 1 2 144
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 0 39 0 1 5 121
TESTING THE ORDER OF FRACTIONAL INTEGRATION OF A TIME SERIES IN THE POSSIBLE PRESENCE OF A TREND BREAK AT AN UNKNOWN POINT 0 0 1 1 0 1 5 5
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 1 3 4 1 2 7 9
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 2 52 0 0 8 216
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 0 0 0 14 1 2 8 64
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 0 0 0 22 0 2 2 112
Testing for Unit Roots in Monthly Time Series 0 0 0 0 0 0 0 0
Testing for a Change in Persistence in the Presence of a Volatility Shift* 0 0 0 32 0 0 0 123
Testing for a break in trend when the order of integration is unknown 0 0 2 37 0 0 4 131
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 83 0 2 9 324
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 5 61 1 1 14 189
Testing for parameter instability in predictive regression models 0 0 1 3 1 1 7 31
Testing for seasonal unit roots by frequency domain regression 0 0 1 15 0 0 1 53
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 0 0 1 46 0 0 10 176
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 17 0 1 3 60
Testing for unit roots in time series models with non-stationary volatility 3 3 6 208 4 5 23 455
Testing the Null of Co‐integration in the Presence of Variance Breaks 0 0 0 70 1 1 4 162
Tests for an end-of-sample bubble in financial time series 0 0 0 5 2 2 3 17
Tests for explosive financial bubbles in the presence of non-stationary volatility 1 7 14 53 3 12 24 122
Tests of stationarity against a change in persistence 0 0 2 130 0 0 7 319
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 0 1 5 190
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 4 0 0 1 51
The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag‐selection in Unit Root Tests 0 0 0 23 0 1 1 128
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 0 1 8 0 0 1 45
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 1 6 0 0 6 61
The impact of the initial condition on robust tests for a linear trend 0 1 1 8 0 1 2 33
Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility 0 1 1 78 0 3 4 176
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 0 0 3 6 0 3 16 33
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 0 0 82 1 3 4 216
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date 0 0 0 5 0 0 0 31
Unit Root Tests and Heavy-Tailed Innovations 0 0 1 7 0 1 4 26
Unit root testing under a local break in trend 0 0 0 19 0 1 1 87
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 0 1 356
Variance ratio tests of the seasonal unit root hypothesis 0 0 0 40 0 0 3 131
Wild Bootstrap of the Sample Mean in the Infinite Variance Case 0 0 0 20 0 1 4 80
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 1 1 0 0 6 9
Total Journal Articles 12 33 140 4,728 40 152 623 17,107


Statistics updated 2021-01-03