Robert Taylor
Robert Taylor
Professor of Financial Econometrics, University of Essex
Verified email at essex.ac.uk - Homepage
TitleCited byYear
Tests of stationarity against a change in persistence
F Busetti, AMR Taylor
Journal of Econometrics 123 (1), 33-66, 2004
2142004
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots
F Busetti, AMR Taylor
Journal of Econometrics 117 (1), 21-53, 2003
1862003
Testing for unit roots in time series models with non-stationary volatility
G Cavaliere, AMR Taylor
Journal of Econometrics 140 (2), 919-947, 2007
1272007
Unit root testing in practice: dealing with uncertainty over the trend and initial condition
DI Harvey, SJ Leybourne, AMR Taylor
Econometric theory 25 (3), 587-636, 2009
1112009
Unit root testing in practice: dealing with uncertainty over the trend and initial condition
DI Harvey, SJ Leybourne, AMR Taylor
Econometric theory 25 (3), 587-636, 2009
1112009
Bootstrap unit root tests for time series with nonstationary volatility
G Cavaliere, AMR Taylor
Econometric Theory 24 (1), 43-71, 2008
1082008
Simple, robust, and powerful tests of the breaking trend hypothesis
DI Harvey, SJ Leybourne, AMR Taylor
Econometric Theory 25 (4), 995-1029, 2009
1032009
Testing for co-integration in vector autoregressions with non-stationary volatility
G Cavaliere, A Rahbek, AMR Taylor
Journal of Econometrics 158 (1), 7-24, 2010
982010
Testing for co-integration in vector autoregressions with non-stationary volatility
G Cavaliere, A Rahbek, AMR Taylor
Journal of Econometrics 158 (1), 7-24, 2010
982010
Additional critical values and asymptotic representations for seasonal unit root tests
RJ Smith, AMR Taylor
Journal of Econometrics 85 (2), 269-288, 1998
941998
Modified tests for a change in persistence
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 134 (2), 441-469, 2006
932006
Cointegration rank testing under conditional heteroskedasticity
G Cavaliere, A Rahbek, AMR Taylor
Econometric Theory 26 (6), 1719-1760, 2010
872010
Bootstrap determination of the co‐integration rank in vector autoregressive models
G Cavaliere, A Rahbek, AMR Taylor
Econometrica 80 (4), 1721-1740, 2012
862012
Testing for a unit root in the presence of a possible break in trend
D Harris, DI Harvey, SJ Leybourne, AMR Taylor
Econometric Theory 25 (6), 1545-1588, 2009
802009
A simple, robust and powerful test of the trend hypothesis
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 141 (2), 1302-1330, 2007
722007
Detecting multiple changes in persistence
S Leybourne, TH Kim, AMR Taylor
Studies in Nonlinear Dynamics & Econometrics 11 (3), 2007
682007
Testing for unit roots in monthly time series
AMR Taylor
Journal of Time Series Analysis 19 (3), 349-368, 1998
641998
Tests for explosive financial bubbles in the presence of non-stationary volatility
DI Harvey, SJ Leybourne, R Sollis, AMR Taylor
Journal of Empirical Finance 38, 548-574, 2016
572016
The Flexible Fourier Form and Local Generalised Least Squares De‐trended Unit Root Tests
PMM Rodrigues, AMR Taylor
Oxford Bulletin of Economics and Statistics 74 (5), 736-759, 2012
552012
Regression-based unit root tests with recursive mean adjustment for seasonal and nonseasonal time series
AMR Taylor
Journal of Business & Economic Statistics 20 (2), 269-281, 2002
542002
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Articles 1–20