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 3 4 33
A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 4 3 6 10 46
A simple, robust and powerful test of the trend hypothesis 0 0 1 45 0 5 10 186
Adaptive Inference In Heteroskedastic Fractional Time Series Models 0 0 0 188 1 7 9 343
Adaptive Inference in Heteroskedastic Fractional Time Series Models 1 1 3 11 1 4 7 45
Adaptive inference in heteroskedastic fractional time series models 0 0 0 13 0 4 4 11
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 35 0 0 2 16
Additional Critical Values and Asymptotic Representations for Monthly Seasonal Unit Root Tests 0 0 0 0 0 5 6 203
Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests 0 0 0 0 0 3 6 254
Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests 0 0 0 0 1 10 11 538
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 78 8 18 20 312
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 48 3 8 9 194
Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 40 2 6 11 102
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 1 5 6 409
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 7 8 96
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 5 5 5
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 143 3 6 9 384
Bootstrap Sequential Determination of the Co-integration Rank in VAR Models 0 0 0 70 0 0 4 138
Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion 0 0 0 77 0 5 9 245
Bootstrap determination of the co-integration rank in VAR models 0 0 0 3 1 5 6 67
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 42 0 3 7 161
Bootstrap union tests for unit roots in the presence of nonstationary volatility 0 0 0 52 1 5 10 178
Bootstrapping the HEGY Seasonal Unit Root Tests 0 0 0 198 5 7 8 604
Co-integration Rank Testing under Conditional Heteroskedasticity 0 0 0 238 1 2 4 485
Co-integration rank tests under conditional heteroskedasticity 0 0 0 64 1 5 7 184
Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order 0 0 0 51 1 6 8 61
Determining the Order of Differencing in Seasonal Time Series Processes 0 0 0 0 1 1 4 265
Efficient Tests of the Seasonal Unit Root Hypothesis 0 0 0 200 4 7 11 430
Efficient Tests of the Seasonal Unit Root Hypothesis* 0 0 1 38 0 6 11 138
Extensions to IVX methods of inference for return predictability 0 0 0 17 1 24 26 84
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 1 1 1 127 3 9 12 226
Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions 0 0 0 23 3 11 11 76
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 165 3 12 14 951
Lag length selection for unit root tests in the presence of nonstationary volatility 0 0 0 76 2 9 12 227
Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem 0 0 0 21 0 4 5 26
Modified Tests for a Change in Persistence 0 0 0 196 1 5 8 508
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume 0 0 0 32 1 22 23 85
On Augmented HEGY Tests for Seasonal Unit Roots 0 0 1 184 2 6 8 533
On Robust Trend Function Hypothesis Testing 0 0 0 54 0 3 6 682
On Tests for Double Differencing: Some Extensions and the Role of Initial Values 0 0 0 66 1 4 7 336
On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles 0 0 1 78 6 12 17 156
On the Definitions of (Co-)Integration 0 0 0 0 1 6 7 495
On the Practical Problems of Computing Seasonal Unit Root Tests: The Case of Non-Durable Consumers' Expenditures 0 0 0 0 0 5 6 119
On the behaviour of fixed-b trend break tests under fractional integration 0 0 1 12 2 4 6 50
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 26 2 8 9 59
Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form 0 0 0 3 0 5 5 6
Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form 0 0 0 224 2 7 10 453
Regression-based seasonal unit root tests 0 0 2 59 2 14 16 207
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 87 2 5 8 198
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 6 0 3 6 52
Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] 0 0 0 28 0 4 6 132
Seasonal unit root tests and the role of initial conditions 0 0 0 23 0 5 5 97
Semi-Parametric Seasonal Unit Root Tests 0 0 0 17 1 9 13 63
Semi-Parametric Seasonal Unit Root Tests 0 0 0 42 1 8 10 72
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 0 0 60 0 4 8 125
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 1 1 2 9 2 13 21 48
Sieve-based inference for infinite-variance linear processes 0 0 3 98 1 3 9 174
Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis* 0 0 1 127 1 5 8 390
Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power 0 0 1 88 1 8 10 386
Temporal Aggregation of Seasonally Near-Integrated Processes 0 0 1 44 4 10 15 87
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 90 0 6 7 458
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 234 0 5 13 572
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility 0 0 0 116 0 7 12 389
Testing for Episodic Predictability in Stock Returns 0 0 0 28 2 13 14 122
Testing for Seasonal Unit Roots: a simple alternative to HEGY 0 0 0 0 1 5 6 233
Testing for Stochastic Unit Roots - Some Monte Carlo evidence 0 0 0 14 1 9 10 62
Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility 0 0 0 174 0 12 15 383
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 40 4 18 20 164
Testing for a unit root in the presence of a possible break in trend 0 0 0 50 1 16 20 210
Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] 1 1 1 36 1 8 10 154
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 0 30 2 7 11 170
Testing for seasonal unit roots by frequency domain regression 0 0 0 141 0 6 8 270
Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices 0 0 0 90 6 14 16 359
Testing for unit roots in the presence of a possible break in trend and non-stationary volatility 0 0 0 56 0 8 10 223
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 1 1 36 1 11 13 186
Testing the Null of Co-integration in the Presence of Variance Breaks 0 0 0 3 2 5 6 279
Tests for an end-of-sample bubble in financial time series 0 0 0 70 0 4 8 54
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 7 8 89
The Flexible Fourier Form and Local GLS De-trended Unit Root Tests 0 0 0 76 0 3 6 344
The Impact of Persistent Cycles on Zero Frequency Unit Root Tests 0 0 0 71 1 4 9 144
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 63 4 7 9 139
The impact of the initial condition on robust tests for a linear trend 0 0 0 13 2 5 7 75
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 61 2 10 16 95
Unit root inference for non-stationary linear processes driven by infinite variance innovations 0 1 2 85 3 8 9 189
Unit root testing in practice: dealing with uncertainty over the trend and initial condition 0 0 2 84 0 3 10 302
Unit root testing under a local break in trend 0 0 0 5 0 7 13 43
Unit root testing under a local break in trend 0 0 0 85 2 8 8 180
Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility 0 0 0 48 10 16 17 72
Wild bootstrap of the mean in the infinite variance case 0 1 1 7 1 5 6 38
Total Working Papers 4 7 26 5,733 133 638 870 19,234

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 6 7 33
A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models 0 0 0 6 2 7 10 67
A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION 0 0 0 6 0 3 7 51
A Generalised Fractional Differencing Bootstrap for Long Memory Processes 0 0 0 5 0 7 9 29
A Note on Testing Covariance Stationarity 0 0 0 45 0 4 6 146
A Review of Unit Root Tests in Time Series: Volumes 1 and 2 0 0 0 26 3 9 10 67
A bootstrap test for additive outliers in non-stationary time series 0 0 0 19 0 2 3 59
A simple, robust and powerful test of the trend hypothesis 0 0 1 88 3 8 15 247
ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL 0 0 0 20 0 3 5 64
Adaptive Inference in Heteroscedastic Fractional Time Series Models 0 0 2 21 0 3 6 50
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models 0 0 0 1 2 9 12 13
Additional critical values and asymptotic representations for seasonal unit root tests 0 0 0 75 4 10 11 194
Additive Outlier Detection Via Extreme‐Value Theory 0 0 2 84 1 6 8 426
Alternative estimators and unit root tests for seasonal autoregressive processes 0 0 0 50 3 6 15 197
An optimal test against a random walk component in a non-orthogonal unobserved components model 0 0 0 63 1 3 4 499
BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY 0 0 0 15 1 4 7 69
BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY 1 1 3 125 4 7 13 260
Bonferroni Type Tests for Return Predictability and the Initial Condition 0 0 0 0 2 4 5 6
Bonferroni‐Type Tests for Return Predictability With Possibly Trending Predictors 0 0 1 1 3 6 11 14
Book Reviews 0 0 0 1 1 3 3 12
Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates 0 0 0 5 1 9 10 51
Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion 0 0 0 12 0 4 6 80
Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models 0 0 0 8 3 5 9 63
Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models 0 0 0 131 0 14 22 504
Bootstrap M Unit Root Tests 0 0 0 92 0 8 14 246
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 2 4 9 206
Bootstrapping the HEGY seasonal unit root tests 1 1 1 78 1 11 19 287
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY 0 0 1 59 1 6 13 168
CUSUM of Squares‐Based Tests for a Change in Persistence 0 0 0 84 1 4 8 187
CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility* 0 0 1 5 2 10 22 43
Call for Papers: Special Issue on Recent Developments in Time Series Methods for Detecting Bubbles and Crashes 0 0 0 5 0 4 5 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 1 1 55
Controversy: On Modelling the Long Run in Applied Economics 0 0 0 43 1 6 6 180
Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] 0 0 0 81 1 10 12 234
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 2 2 12
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER 0 0 0 3 1 4 7 32
Detecting Multiple Changes in Persistence 0 1 3 192 1 6 11 404
Detecting Seasonal Unit Roots: an Approach Based on the Sample Autocorrelation Function 0 0 0 0 1 5 6 7
Determining the order of differencing in seasonal time series processes 0 0 0 19 0 1 2 441
Deterministic Parameter Change Models in Continuous and Discrete Time 0 0 0 4 3 10 11 28
Editorial 0 0 0 11 0 3 3 31
Editorial Announcement 0 0 0 1 0 1 2 10
Editorial Announcement 0 0 0 1 0 4 4 10
Editorial Announcement 0 0 0 0 2 5 5 9
Editorial Announcement 0 0 1 1 2 6 9 9
Editorial Announcement 0 0 0 5 0 2 2 25
Editorial Announcement 0 0 0 0 1 5 5 16
Editorial Announcement 0 0 0 0 0 3 3 3
Editorial Announcement: Addendum to Journal of Time Series Analysis Distinguished Authors 2023 0 0 0 0 0 4 5 5
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 0 0 0 6 0 3 3 24
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2021 0 0 0 0 0 5 6 8
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2022 0 0 0 5 0 1 3 18
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2024 0 0 0 0 0 4 6 7
Editorial Announcement: Professor Michael McAleer 0 0 0 3 0 2 4 14
Editorial announcement 0 0 0 1 0 2 6 7
Editorial announcement: Journal of Time Series Analysis Distinguished Authors 2020 0 0 0 4 0 3 3 19
Editorial, January 2018 0 0 0 0 1 3 4 22
Editorial, September 2018 0 0 0 1 0 1 3 24
Efficient tests of the seasonal unit root hypothesis 0 0 0 65 2 3 4 158
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 4 8 67
Extensions to IVX methods of inference for return predictability 0 0 0 0 1 6 10 14
Fluctuation Tests for a Change in Persistence 0 0 0 30 0 4 5 138
HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT 0 0 0 144 1 4 12 290
Improved tests for stock return predictability 0 0 0 0 1 3 4 6
In memory of Michael McAleer: special issue of Econometric Reviews 0 0 0 0 3 7 8 9
Inference on co-integration parameters in heteroskedastic vector autoregressions 1 1 2 42 2 9 23 150
Inferring internal states across mice and monkeys using facial features 0 0 1 1 0 3 4 4
Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility 0 0 0 14 0 3 5 76
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem 0 0 0 5 1 5 8 26
Likelihood Ratio Tests for Seasonal Unit Roots 0 0 1 5 0 3 5 15
Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes 0 1 1 35 1 8 19 150
Modified tests for a change in persistence 0 0 1 96 4 9 15 294
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume 0 0 0 7 3 14 18 48
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 3 4 595 3 6 13 1,631
ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS 0 0 0 21 8 13 15 99
ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES 0 0 0 34 0 3 6 201
ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS 0 0 0 12 2 4 5 41
ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION 0 0 0 13 0 3 5 52
On Robust Trend Function Hypothesis Testing 0 0 0 67 0 6 7 206
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null 0 0 0 4 0 3 5 36
On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity 1 1 1 42 3 6 13 150
On tests for changes in persistence 0 0 0 36 3 5 8 113
On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles 0 0 0 12 2 6 9 81
On the Definitions of (Co‐)integration 0 0 0 0 0 5 5 13
On the Power of GLS‐Type Unit Root Tests 0 0 1 1 0 2 4 11
On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation 0 0 0 0 2 6 7 537
On the limiting behaviour of augmented seasonal unit root tests 0 0 0 9 1 4 4 39
On the practical problems of computing seasonal unit root tests 0 0 0 39 0 3 6 119
On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence 0 0 0 65 0 2 2 158
Persistence change tests and shifting stable autoregressions 0 0 0 27 1 7 7 79
Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach 0 1 1 1 5 15 18 18
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form 0 0 0 49 3 16 20 195
REGRESSION-BASED SEASONAL UNIT ROOT TESTS 0 0 0 74 0 2 5 222
REJOINDER 0 0 0 10 0 2 6 50
Real‐Time Monitoring for Explosive Financial Bubbles 2 2 4 17 5 10 19 66
Real‐time detection of regimes of predictability in the US equity premium 0 0 0 5 1 6 7 24
Recursive and rolling regression-based tests of the seasonal unit root hypothesis 0 0 0 246 3 7 8 662
Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series 0 0 0 0 1 7 9 328
Regression‐based Tests for a Change in Persistence* 0 0 0 32 0 5 6 120
Robust Stationarity Tests in Seasonal Time Series Processes 0 0 0 0 0 6 7 507
Robust and Powerful Tests for Nonlinear Deterministic Components 0 0 2 8 1 6 10 61
Robust methods for detecting multiple level breaks in autocorrelated time series 0 0 0 22 2 10 13 119
Robust tests for a linear trend with an application to equity indices 0 0 0 16 1 10 12 74
Robust tests for deterministic seasonality and seasonal mean shifts 0 0 0 1 1 3 5 17
SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS 0 0 0 4 4 10 11 34
SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS 0 0 0 48 1 9 12 153
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS’ INTRODUCTION 0 0 0 16 1 6 7 82
SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS’ INTRODUCTION 0 0 0 2 1 3 5 20
SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS’ INTRODUCTION 0 0 0 10 2 4 5 67
STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER 0 1 1 11 0 5 7 101
STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS 0 1 2 54 0 3 7 168
Seasonal Unit Root Tests Based on Forward and Reverse Estimation 0 0 0 48 0 5 6 162
Seasonal unit root tests and the role of initial conditions 0 0 0 31 3 8 12 173
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks 0 1 3 19 2 6 17 66
Simple tests for stock return predictability with good size and power properties 0 0 0 9 1 8 9 33
Some New Tests for a Change in Persistence 0 0 0 18 0 6 7 52
Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction 0 0 0 4 1 4 4 30
Special issue of the Journal of Empirical Finance Guest Editors' introduction 0 0 0 9 0 4 7 66
TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND 0 0 0 52 1 6 10 161
TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY 0 0 0 43 0 6 9 139
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 7 8 15
THE IMPACT OF PERSISTENT CYCLES ON ZERO FREQUENCY UNIT ROOT TESTS 0 0 1 17 0 2 6 80
Temporal Aggregation of Seasonally Near‐Integrated Processes 0 0 1 7 1 3 4 17
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots 0 0 0 56 1 3 5 232
Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics 0 0 0 21 2 8 14 103
Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices 0 0 0 24 1 6 8 128
Testing for Unit Roots in Monthly Time Series 0 0 1 7 2 11 15 30
Testing for a Change in Persistence in the Presence of a Volatility Shift* 0 0 0 32 2 7 10 138
Testing for a break in trend when the order of integration is unknown 0 0 0 39 3 9 17 161
Testing for a change in persistence in the presence of non-stationary volatility 0 0 0 88 2 5 10 346
Testing for co-integration in vector autoregressions with non-stationary volatility 0 0 2 69 3 11 18 238
Testing for episodic predictability in stock returns 0 0 0 5 4 12 15 42
Testing for parameter instability in predictive regression models 0 0 0 8 1 6 9 77
Testing for seasonal unit roots by frequency domain regression 0 0 0 17 2 6 7 72
Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics 0 0 0 52 1 2 8 213
Testing for unit roots in the presence of uncertainty over both the trend and initial condition 0 0 0 19 1 5 6 73
Testing for unit roots in time series models with non-stationary volatility 0 0 2 224 1 8 14 507
Testing the Null of Co‐integration in the Presence of Variance Breaks 0 0 0 70 0 3 7 170
Tests for an end-of-sample bubble in financial time series 1 1 1 9 3 19 23 55
Tests for explosive financial bubbles in the presence of non-stationary volatility 1 3 15 111 7 14 35 239
Tests of stationarity against a change in persistence 0 0 0 142 1 6 10 365
Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration 0 0 0 0 0 6 9 201
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 1 4 9 70
The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag‐selection in Unit Root Tests 0 0 0 24 1 3 7 141
The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- 0 2 6 25 1 5 18 87
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests 0 0 0 9 4 8 13 83
The impact of the initial condition on robust tests for a linear trend 0 0 0 8 0 5 6 40
Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility 0 0 1 83 1 3 6 193
Transformed regression-based long-horizon predictability tests 0 0 0 1 1 4 8 14
UNIT ROOT INFERENCE FOR NON-STATIONARY LINEAR PROCESSES DRIVEN BY INFINITE VARIANCE INNOVATIONS 0 0 0 9 0 3 5 51
UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION 0 0 0 89 2 27 36 271
Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date 0 0 0 5 1 6 11 43
Unit Root Tests and Heavy-Tailed Innovations 0 0 0 11 0 5 8 44
Unit root testing under a local break in trend 0 0 0 21 3 8 14 114
Using covariates to improve the efficacy of univariate bubble detection methods 0 0 0 2 0 4 8 17
Variance Shifts, Structural Breaks, and Stationarity Tests 0 0 0 2 1 7 10 379
Variance ratio tests of the seasonal unit root hypothesis 0 0 0 54 1 5 5 164
Wild Bootstrap of the Sample Mean in the Infinite Variance Case 0 0 0 22 1 7 12 99
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility 0 0 0 9 1 7 9 37
Total Journal Articles 10 21 72 5,285 203 928 1,433 20,347
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