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 36 0 0 2 27
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 34
A simple, robust and powerful test of the trend hypothesis 0 0 0 44 0 1 1 173
Adaptive Inference In Heteroskedastic Fractional Time Series Models 0 1 7 186 1 2 14 326
Adaptive Inference in Heteroskedastic Fractional Time Series Models 0 1 2 6 1 2 5 29
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 31 31 0 2 8 8
Additional Critical Values and Asymptotic Representations for Monthly Seasonal Unit Root Tests 0 0 0 0 0 0 0 195
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 0 0 1 248
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 0 0 2 527
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 0 0 3 292
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 1 48 0 1 4 180
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 40 0 0 1 88
Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets 0 0 1 178 0 0 1 403
Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets 0 0 1 45 0 0 3 88
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 141 0 1 3 358
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 70 0 0 0 133
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 0 1 1 231
Bootstrap determination of the co-integration rank in VAR models 0 0 0 3 0 0 4 58
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 0 0 4 166
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 0 0 0 153
Bootstrapping the HEGY Seasonal Unit Root Tests 0 2 3 197 0 3 4 594
Co-integration Rank Testing under Conditional Heteroskedasticity 0 0 0 237 0 0 3 479
Co-integration rank tests under conditional heteroskedasticity 0 0 1 64 0 0 3 175
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 1 1 49 0 1 2 45
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 0 0 1 257
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 200 0 0 1 418
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 0 37 0 0 2 127
Extensions to IVX methods of inference for return predictability 1 1 6 14 3 3 15 38
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 1 23 0 0 3 63
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 3 126 0 0 3 212
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 1 4 9 161 4 16 42 899
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 0 1 2 210
Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem 0 0 0 21 1 1 3 21
Modified Tests for a Change in Persistence 0 1 1 196 0 2 2 497
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 5 31 0 0 15 57
On Augmented HEGY Tests for Seasonal Unit Roots 0 0 0 183 0 1 2 525
On Robust Trend Function Hypothesis Testing 0 0 0 54 0 0 3 674
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 0 0 2 328
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 2 75 0 0 6 134
On the Definitions of (Co-)Integration 0 0 0 0 0 0 2 486
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 0 1 4 43
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 26 0 0 1 46
Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form 0 0 3 221 1 1 6 432
Regression-based seasonal unit root tests 0 0 0 57 0 0 0 190
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 0 0 0 187
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 1 6 0 0 1 43
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 1 28 0 1 6 122
Seasonal unit root tests and the role of initial conditions 0 0 0 22 0 0 0 90
Semi-Parametric Seasonal Unit Root Tests 0 0 0 16 0 1 3 47
Semi-Parametric Seasonal Unit Root Tests 0 0 2 42 0 3 5 61
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 7 60 0 1 18 117
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 1 2 3 0 3 6 17
Sieve-based inference for infinite-variance linear processes 0 0 2 94 0 1 5 160
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 0 0 0 125 1 1 5 380
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 1 2 87 2 4 7 375
Temporal Aggregation of Seasonally Near-Integrated Processes 0 0 1 43 0 0 4 69
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 1 1 90 0 1 4 446
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 234 0 0 2 559
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 115 0 0 0 370
Testing for Episodic Predictability in Stock Returns 0 0 1 25 0 1 8 100
Testing for Seasonal Unit Roots: a simple alternative to HEGY 0 0 0 0 0 0 0 226
Testing for Stochastic Unit Roots - Some Monte Carlo evidence 0 0 0 14 0 0 0 47
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 1 173 0 0 1 363
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 39 0 0 5 136
Testing for a unit root in the presence of a possible break in trend 0 0 2 48 0 0 3 185
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 0 0 0 35 1 1 7 138
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 0 30 0 0 0 157
Testing for seasonal unit roots by frequency domain regression 0 1 3 140 0 1 5 261
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 0 88 0 0 10 335
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 1 56 0 0 4 209
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 35 0 0 1 167
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 0 69 0 0 2 42
Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point 0 0 1 36 0 0 3 79
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 0 2 71 2 6 14 325
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 0 70 0 0 4 133
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 1 62 0 0 3 126
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 0 0 1 67
Unit Root Tests and Heavy-Tailed Innovations 0 0 3 59 0 0 5 72
Unit root inference for non-stationary linear processes driven by infinite variance innovations 0 1 4 83 0 1 6 174
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 0 1 2 82 0 1 4 285
Unit root testing under a local break in trend 0 0 0 5 0 0 1 29
Unit root testing under a local break in trend 0 0 1 85 0 0 2 172
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 0 0 1 54
Wild bootstrap of the mean in the infinite variance case 0 0 0 5 0 0 1 28
Total Working Papers 2 17 119 5,632 17 67 342 18,006
4 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 2 10 0 0 2 22
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 6 0 0 1 55
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION 0 0 0 5 0 0 1 42
A Generalised Fractional Differencing Bootstrap for Long Memory Processes 0 0 0 4 0 1 6 15
A Note on Testing Covariance Stationarity 0 0 0 44 0 0 0 139
A Review of Unit Root Tests in Time Series: Volumes 1 and 2 0 0 0 23 0 0 0 52
A bootstrap test for additive outliers in non-stationary time series 0 0 1 18 0 0 2 54
A simple, robust and powerful test of the trend hypothesis 0 0 3 83 0 1 7 220
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 19 0 0 0 58
Adaptive Inference in Heteroscedastic Fractional Time Series Models 0 2 4 4 0 6 15 15
Additional critical values and asymptotic representations for seasonal unit root tests 0 1 2 75 0 2 7 181
Additive Outlier Detection Via Extreme‐Value Theory 1 1 1 77 2 2 3 408
Alternative estimators and unit root tests for seasonal autoregressive processes 0 1 2 50 0 3 4 180
An optimal test against a random walk component in a non-orthogonal unobserved components model 0 0 0 63 0 0 2 491
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 1 13 0 1 2 59
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY 0 0 3 118 0 1 6 240
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 1 41
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 1 12 0 0 2 71
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 0 0 1 8 0 0 4 52
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models 0 0 3 128 0 0 9 467
Bootstrap M Unit Root Tests 1 1 3 92 1 2 4 227
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 61 0 2 9 192
Bootstrapping the HEGY seasonal unit root tests 0 0 0 76 0 0 2 266
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY 0 0 0 56 0 0 6 146
CUSUM of Squares‐Based Tests for a Change in Persistence 0 1 1 83 0 1 3 174
Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? 0 0 0 0 0 0 1 3
Conference in honour of Paul Newbold 0 0 0 4 0 0 0 52
Controversy: On Modelling the Long Run in Applied Economics 0 0 0 42 0 0 0 169
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 1 79 0 0 3 214
Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40: 467‐492 (2019) DOI: 10.1111/jtsa.12460 0 0 0 0 1 1 5 8
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 1 1 0 0 2 20
Detecting Multiple Changes in Persistence 0 1 2 183 1 2 5 381
Detecting Seasonal Unit Roots: an Approach Based on the Sample Autocorrelation Function 0 0 0 0 0 0 1 1
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 1 2 174
Determining the order of differencing in seasonal time series processes 0 0 0 19 0 0 1 438
Deterministic Parameter Change Models in Continuous and Discrete Time 1 1 1 4 1 1 3 16
Editorial 0 0 0 11 0 0 0 28
Editorial Announcement 0 0 0 0 0 0 0 3
Editorial Announcement 0 0 0 5 0 0 0 23
Editorial Announcement 0 0 0 0 0 0 1 10
Editorial Announcement 0 0 0 1 0 0 1 8
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 0 0 1 6 0 0 5 18
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2021 0 0 0 0 0 1 2 2
Editorial Announcement: Professor Michael McAleer 0 1 2 2 1 2 8 8
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 1 18
Editorial, September 2018 0 0 0 1 0 0 1 21
Efficient tests of the seasonal unit root hypothesis 0 0 0 61 0 0 1 146
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 1 131
HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT 0 0 7 138 0 1 13 261
Inference on co-integration parameters in heteroskedastic vector autoregressions 0 0 1 38 0 1 5 121
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 1 1 2 14 1 1 2 66
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem 0 1 3 4 0 1 5 16
Likelihood Ratio Tests for Seasonal Unit Roots 0 0 0 1 0 0 0 7
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 1 93 1 1 4 276
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume 0 0 5 6 0 0 16 24
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 3 4 587 1 4 21 1,603
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 0 0 0 21 0 0 2 83
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 0 33 0 0 0 190
ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS 0 0 0 10 0 0 0 33
ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION 0 0 0 12 0 0 4 45
On Robust Trend Function Hypothesis Testing 0 0 0 67 0 1 6 197
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 0 0 2 29
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 0 0 0 41 0 0 0 135
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 0 8 0 0 2 64
On the Definitions of (Co‐)integration 0 0 0 0 0 0 1 5
On the Power of GLS‐Type Unit Root Tests 0 0 0 0 0 1 1 1
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 1 527
On the limiting behaviour of augmented seasonal unit root tests 0 0 0 9 0 0 0 33
On the practical problems of computing seasonal unit root tests 0 0 0 39 0 0 0 111
On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence 0 0 0 65 0 0 0 153
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 1 3 43 0 1 7 160
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 0 74 0 0 3 215
REJOINDER 0 0 0 10 0 0 0 43
Real‐Time Monitoring for Explosive Financial Bubbles 0 1 1 11 0 2 8 39
Real‐time detection of regimes of predictability in the US equity premium 1 1 3 4 1 1 9 14
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 0 1 1 244 0 3 5 648
Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series 0 0 0 0 0 0 0 318
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 0 0 112
Robust Stationarity Tests in Seasonal Time Series Processes 0 0 0 0 0 0 0 497
Robust and Powerful Tests for Nonlinear Deterministic Components 0 0 0 6 0 1 4 49
Robust methods for detecting multiple level breaks in autocorrelated time series 1 1 1 20 1 1 1 101
Robust tests for a linear trend with an application to equity indices 0 0 0 16 0 0 1 58
Robust tests for deterministic seasonality and seasonal mean shifts 0 0 0 1 0 0 0 10
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 1 4 0 0 1 20
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 0 0 0 48 0 0 0 140
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION 0 0 0 15 0 0 0 74
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 0 0 0 13
SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION 0 0 0 10 0 0 0 61
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 0 0 10 0 0 1 88
STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS 0 0 2 51 0 0 3 158
Seasonal Unit Root Tests Based on Forward and Reverse Estimation 0 0 0 48 0 0 1 155
Seasonal unit root tests and the role of initial conditions 0 0 0 31 0 0 3 159
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 2 2 2 0 4 8 8
Simple tests for stock return predictability with good size and power properties 0 0 2 3 0 0 4 15
Some New Tests for a Change in Persistence 0 0 0 17 0 0 1 41
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction 0 0 0 4 0 0 1 25
Special issue of the Journal of Empirical Finance Guest Editors' introduction 0 0 1 9 0 0 2 54
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 51 0 0 3 149
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 1 43 0 0 3 129
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 1 7
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 0 0 16 0 0 3 70
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 0 1 6 0 0 2 12
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 2 54 0 1 5 222
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 0 3 4 18 0 3 6 76
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 0 0 0 22 0 0 0 115
Testing for Unit Roots in Monthly Time Series 0 0 1 2 1 1 5 6
Testing for a Change in Persistence in the Presence of a Volatility Shift* 0 0 0 32 0 0 1 125
Testing for a break in trend when the order of integration is unknown 0 1 2 39 0 2 8 144
Testing for a change in persistence in the presence of non-stationary volatility 0 0 1 84 0 0 3 330
Testing for co-integration in vector autoregressions with non-stationary volatility 1 1 2 63 2 4 7 208
Testing for episodic predictability in stock returns 1 1 1 1 2 4 10 10
Testing for parameter instability in predictive regression models 0 0 2 6 0 2 14 63
Testing for seasonal unit roots by frequency domain regression 0 0 0 15 1 2 2 61
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 0 0 1 47 0 0 2 183
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 1 19 0 0 1 64
Testing for unit roots in time series models with non-stationary volatility 0 2 4 215 0 3 6 473
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 0 5 0 1 4 23
Tests for explosive financial bubbles in the presence of non-stationary volatility 1 1 15 77 1 3 22 164
Tests of stationarity against a change in persistence 0 1 4 136 0 3 11 336
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 0 0 0 191
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point 0 0 1 5 0 0 6 60
The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag‐selection in Unit Root Tests 0 0 1 24 1 1 2 132
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 1 1 3 13 1 1 4 54
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 1 8 0 0 2 66
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 0 1 80 0 0 1 182
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 0 0 0 8 0 0 0 42
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 1 4 88 0 1 5 228
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 10 0 0 1 33
Unit root testing under a local break in trend 1 1 1 21 1 2 6 96
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 0 0 3 364
Variance ratio tests of the seasonal unit root hypothesis 1 1 2 46 1 2 7 147
Wild Bootstrap of the Sample Mean in the Infinite Variance Case 0 0 0 20 0 0 2 83
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 1 3 8 0 1 5 23
Total Journal Articles 13 37 139 4,994 23 91 453 18,304


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Introduction and Overview 0 0 0 0 0 0 0 0
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Statistics updated 2022-11-05