Robert Taylor
Robert Taylor
Professor of Financial Econometrics, University of Essex
Verified email at essex.ac.uk - Homepage
Title
Cited by
Cited by
Year
Tests of stationarity against a change in persistence
F Busetti, AMR Taylor
Journal of Econometrics 123 (1), 33-66, 2004
2612004
Testing for unit roots in time series models with non-stationary volatility
G Cavaliere, AMR Taylor
Journal of Econometrics 140 (2), 919-947, 2007
1582007
Bootstrap unit root tests for time series with nonstationary volatility
G Cavaliere, AMR Taylor
Econometric Theory 24 (1), 43-71, 2008
1332008
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
1312003
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
1312003
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
1302009
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
1292009
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
1242010
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
1242010
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
1212016
Bootstrap determination of the co‐integration rank in vector autoregressive models
G Cavaliere, A Rahbek, AMR Taylor
Econometrica 80 (4), 1721-1740, 2012
1172012
Simple, robust, and powerful tests of the breaking trend hypothesis
DI Harvey, SJ Leybourne, AMR Taylor
Econometric Theory 25 (4), 995-1029, 2009
1142009
Modified tests for a change in persistence
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 134 (2), 441-469, 2006
1122006
The Flexible Fourier Form and Local Generalised Least Squares De‐trended Unit Root Tests*
PMM Rodrigues, AM Robert Taylor
Oxford Bulletin of Economics and Statistics 74 (5), 736-759, 2012
1082012
Additional critical values and asymptotic representations for seasonal unit root tests
RJ Smith, AMR Taylor
Journal of Econometrics 85 (2), 269-288, 1998
1011998
Cointegration rank testing under conditional heteroskedasticity
G Cavaliere, A Rahbek, AMR Taylor
Econometric Theory 26 (6), 1719-1760, 2010
1002010
A simple, robust and powerful test of the trend hypothesis
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 141 (2), 1302-1330, 2007
872007
A simple, robust and powerful test of the trend hypothesis
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 141 (2), 1302-1330, 2007
872007
A simple, robust and powerful test of the trend hypothesis
DI Harvey, SJ Leybourne, AMR Taylor
Journal of Econometrics 141 (2), 1302-1330, 2007
872007
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
862009
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