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Information about:
Robert Taylor

Personal Details | Affiliation | Works
This is information that was supplied by Robert Taylor in registering through RePEc. If you are Robert Taylor , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Robert
Middle Name:
Last Name: Taylor
Suffix:

RePEc Short-ID: pta27

Email: [This author has chosen not to make the email address public]
Homepage: http://www.nottingham.ac.uk/economics/staff/details/rob_taylor.htm
Postal Address: School of Economics, The Sir Clive Granger Building, University of Nottingham, Nottingham, NG7 2RD.
Phone:

Affiliation

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Lists

This author is among the top 5% authors according to these criteria:
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  2. Number of Distinct Works
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  4. Number of Journal Pages
  5. Number of Journal Pages, Weighted by Simple Impact Factor
  6. Number of Journal Pages, Weighted by Recursive Impact Factor
  7. Number of Journal Pages, Weighted by Number of Authors
  8. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2009. "Co-integration Rank Testing under Conditional Heteroskedasticity," CREATES Research Papers 2009-22, School of Economics and Management, University of Aarhus. [Downloadable!]

  2. Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor, 2008. "Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility," CREATES Research Papers 2008-50, School of Economics and Management, University of Aarhus. [Downloadable!]
    Other versions:

  3. Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2008. "Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility," CREATES Research Papers 2008-62, School of Economics and Management, University of Aarhus. [Downloadable!]

  4. David Harvey, Stephen Leybourne and A M Robert Taylor, 2005. "On Robust Trend Function Hypothesis Testing," Discussion Papers 05-07, Department of Economics, University of Birmingham.
    Published as:

  5. Giuseppe Cavaliere and A M Robert Taylor, 2005. "Testing the Null of Co-integration in the Presence of Variance Breaks," Discussion Papers 05-10, Department of Economics, University of Birmingham.
    Published as:

  6. Paulo M.M. Rodrigues & A.M. Robert Taylor, 2004. "Efficient Tests of the Seasonal Unit Root Hypothesis," Economics Working Papers ECO2004/29, European University Institute. [Downloadable!]
    Other versions:
    Published as:

  7. Robert Taylor & Fabio Busetti, 2004. "Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power," Econometric Society 2004 Far Eastern Meetings 494, Econometric Society. [Downloadable!]
    Published as:

  8. Robert Taylor & Stephen Leybourne & David Harvey, 2004. "Modified Tests for a Change in Persistence," Econometric Society 2004 Australasian Meetings 64, Econometric Society. [Downloadable!]
    Published as:

  9. Robert Taylor & Peter Burridge, 2004. "Bootstrapping the HEGY Seasonal Unit Root Tests," Econometric Society 2004 North American Summer Meetings 125, Econometric Society. [Downloadable!]
    Published as:

  10. Peter Burridge & Frida Gjorstrup & A.M. Robert Taylor, 2004. "Robust inference on seasonal unit roots via a bootstrap applied to OECD macroeconomic series," City University Economics Discussion Papers 04/08, Department of Economics, City University, London. [Downloadable!]

  11. Fabio Busetti & A. M. Robert Taylor, 2003. "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots," Temi di discussione (Economic working papers) 470, Bank of Italy, Economic Research Department. [Downloadable!]
    Published as:

  12. Paulo M. M. Rodrigues & A. M. Robert Taylor, 2003. "On Tests for Double Differencing: Some Extensions and the Role of Initial Values," Economic Working Papers at Centro de Estudios Andaluces E2003/23, Centro de Estudios Andaluces. [Downloadable!]

  13. Bailey, R.W. & Taylor, A.M.R., 2000. "An Optimal Test against a Random Walk Component in a Non-Orthogonal Unobserved Components Model," Discussion Papers 00-09, Department of Economics, University of Birmingham.
    Published as:

  14. Taylor, A.M.R. & Smith, R.J., 1999. "Tests of the Seasonal Unit Root Hypothesis Against Heteroscedastic Seasonal Integration," Discussion Papers 99-13, Department of Economics, University of Birmingham.
    Published as:

  15. Smith, R.J. & Taylor, A.M.R., 1999. "Regression-Based Seasonal Unit Root Tests," Discussion Papers 99-15, Department of Economics, University of Birmingham.
    Published as:

  16. Burridge, P. & Taylor, A.M.R., 1999. "On Regression-Based Tests for Seasonal Unit Roots in the Presence of Periodic Heteroscedasticity," Discussion Papers 99-10, Department of Economics, University of Birmingham.
    Published as:

  17. A.M.R. Taylor & D.J.C. van Dijk, 1999. "Testing for stochastic unit roots - Some Monte Carlo evidence," Econometric Institute Report 149, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:

  18. Taylor, A.M.R., 1999. "Locally Optimal Tests Against Seasonal Unit Roots," Discussion Papers 99-12, Department of Economics, University of Birmingham.

  19. Taylor, A.M.R., 1999. "Regression-Based Seasonal Unit Root Tests with Recursive Mean Adjustment," Discussion Papers 99-11, Department of Economics, University of Birmingham.

  20. Taylor, A.M.R., 1999. "The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag-Selection in Unit Root Tests," Discussion Papers 99-14, Department of Economics, University of Birmingham.
    Published as:

  21. Franses, P.H. & Taylor, A.M.R., 1997. "Determining the order of Differencing in Seasonal Time Series Processes," Papers 9712/a, Erasmus University of Rotterdam - Econometric Institute.
    Other versions:
    Published as:

  22. Smith, R.J. & Taylor, R., 1995. "Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests," Cambridge Working Papers in Economics 9529, Faculty of Economics, University of Cambridge.
    Other versions:
    Published as:

  23. Robert Taylor & Stephen Leybourne, . "Testing for Seasonal Unit Roots: a simple alternative to HEGY," Discussion Papers 95/44, Department of Economics, University of York.

  24. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, . "Co-integration rank tests under conditional heteroskedasticity," Discussion Papers 09/02, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]

  25. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, . "Testing for unit roots in the presence of uncertainty over both the trend and initial condition," Discussion Papers 08/03, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]

  26. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, . "Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices," Discussion Papers 08/04, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]

  27. Karim M. Abadir & A. M. Robert Taylor, . "On the Definitions of (Co-)Integration," Discussion Papers 97/19, Department of Economics, University of York.

  28. Giuseppe Cavaliere & A. M. Robert Taylor, . "Testing for a change in persistence in the presence of non-stationary volatility," Discussion Papers 06/04, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]

  29. Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor, . "Testing for co-integration in vector autoregressions with non-stationary volatility," Discussion Papers 07/02, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]

  30. Robert Taylor, . "On the Practical Problems of Computing Seasonal Unit Root Tests: The Case of Non-Durable Consumers' Expenditures," Discussion Papers 96/10, Department of Economics, University of York.

  31. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, . "Unit root testing in practice: dealing with uncertainty over the trend and initial condition," Discussion Papers 07/03, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]

  32. David I. Harvey, & Stephen J. Leybourne, & A. M. Robert Taylor, . "A simple, robust and powerful test of the trend hypothesis," Discussion Papers 06/01, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]

  33. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, . "The impact of the initial condition on robust tests for a linear trend," Discussion Papers 09/03, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]

  34. David Harris & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, . "Testing for a unit root in the presence of a possible break in trend," Discussion Papers 07/04, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]

  35. David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, . "Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis," Discussion Papers 06/11, University of Nottingham, School of Economics. [Downloadable!]
    Published as:

  36. Robert Taylor, . "Additional Critical Values and Asymptotic Representations for Monthly Seasonal Unit Root Tests," Discussion Papers 96/13, Department of Economics, University of York.

  37. David I. Harvey, & Stephen J. Leybourne, & A. M. Robert Taylor, . "Testing for a unit root when uncertain about the trend [Revised to become 07/03 above]," Discussion Papers 06/03, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]

  38. Richard J. Smith & A. M. Robert Taylor & Tomas del Barrio Castro, . "Regression-based seasonal unit root tests," Discussion Papers 07/05, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]
    Published as:

  39. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, . "Robust methods for detecting multiple level breaks in autocorrelated time series," Discussion Papers 09/01, University of Nottingham, Granger Centre for Time Series Econometrics. [Downloadable!]

Articles

  1. Chambers, Marcus J. & Phillips, Peter C.B. & Taylor, A.M. Robert, 2009. "Econometric Theory Memorial To Albert Rex Bergstrom?Introduction," Econometric Theory, Cambridge University Press, vol. 25(04), pages 891-900, August. [Downloadable!]

  2. Leybourne, Stephen & Taylor, A.M. Robert, 2009. "Special Issue Of Econometric Theory In Honor Of Paul Newbold: Guest Editors? Introduction," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1451-1456, December. [Downloadable!]

  3. Smith, Richard J. & Taylor, A.M. Robert & del Barrio Castro, Tomas, 2009. "Regression-Based Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 25(02), pages 527-560, April. [Downloadable!]
    Other versions:

  4. Harris, David & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009. "Testing For A Unit Root In The Presence Of A Possible Break In Trend," Econometric Theory, Cambridge University Press, vol. 25(06), pages 1545-1588, December. [Downloadable!]

  5. Giuseppe Cavaliere & A. M. Robert Taylor, 2009. "Bootstrap M Unit Root Tests," Econometric Reviews, Taylor and Francis Journals, vol. 28(5), pages 393-421. [Downloadable!] (restricted)

  6. Giuseppe Cavaliere & A. M. Robert Taylor, 2009. "A Note on Testing Covariance Stationarity," Econometric Reviews, Taylor and Francis Journals, vol. 28(4), pages 364-371. [Downloadable!] (restricted)

  7. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2009. "Heteroskedastic Time Series With A Unit Root," Econometric Theory, Cambridge University Press, vol. 25(05), pages 1228-1276, October. [Downloadable!]

  8. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009. "Rejoinder," Econometric Theory, Cambridge University Press, vol. 25(03), pages 658-667, June. [Downloadable!]

  9. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009. "Unit Root Testing In Practice: Dealing With Uncertainty Over The Trend And Initial Condition," Econometric Theory, Cambridge University Press, vol. 25(03), pages 587-636, June. [Downloadable!]

  10. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2009. "Simple, Robust, And Powerful Tests Of The Breaking Trend Hypothesis," Econometric Theory, Cambridge University Press, vol. 25(04), pages 995-1029, August. [Downloadable!]
    Other versions:

  11. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2008. "Testing for a change in persistence in the presence of non-stationary volatility," Journal of Econometrics, Elsevier, vol. 147(1), pages 84-98, November. [Downloadable!] (restricted)

  12. David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2008. "Seasonal unit root tests and the role of initial conditions," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 409-442, November. [Downloadable!] (restricted)

  13. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2008. "Bootstrap Unit Root Tests For Time Series With Nonstationary Volatility," Econometric Theory, Cambridge University Press, vol. 24(01), pages 43-71, February. [Downloadable!]

  14. Giuseppe Cavaliere & A. M. Robert Taylor, 2008. "Time-Transformed Unit Root Tests for Models with Non-Stationary Volatility," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(2), pages 300-330, 03. [Downloadable!] (restricted)

  15. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2008. "Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330]," Journal of Econometrics, Elsevier, vol. 143(2), pages 396-397, April. [Downloadable!] (restricted)

  16. Taylor, Robert, 2007. "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," International Journal of Forecasting, Elsevier, vol. 23(1), pages 152-153. [Downloadable!] (restricted)

  17. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2007. "Testing for unit roots in time series models with non-stationary volatility," Journal of Econometrics, Elsevier, vol. 140(2), pages 919-947, October. [Downloadable!] (restricted)

  18. Stephen Leybourne & Robert Taylor & Tae-Hwan Kim, 2007. "CUSUM of Squares-Based Tests for a Change in Persistence," Journal of Time Series Analysis, Blackwell Publishing, vol. 28(3), pages 408-433, 05. [Downloadable!] (restricted)

  19. Stephen Leybourne & Tae-Hwan Kim & A.M. Robert Taylor, 2007. "Detecting Multiple Changes in Persistence," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(3). [Downloadable!]

  20. Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2007. "Efficient tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 141(2), pages 548-573, December. [Downloadable!] (restricted)
    Other versions:

  21. Stephen Leybourne & Tae-Hwan Kim & A.M. Robert Taylor, 2007. "Detecting Multiple Changes in Persistence," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 11(3), pages 1370-1370. [Downloadable!] (restricted)

  22. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2007. "A simple, robust and powerful test of the trend hypothesis," Journal of Econometrics, Elsevier, vol. 141(2), pages 1302-1330, December. [Downloadable!] (restricted)

  23. Stephen J. Leybourne & Tae-Hwan Kim & A. M. Robert Taylor, 2006. "Regression-based Tests for a Change in Persistence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(5), pages 595-621, October. [Downloadable!] (restricted)

  24. Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing the Null of Co-integration in the Presence of Variance Breaks," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(4), pages 613-636, 07. [Downloadable!] (restricted)
    Other versions:

  25. David Harvey & Stephen Leybourne & A.M. Robert Taylor, 2006. "On Robust Trend Function Hypothesis Testing," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(1), pages 1303-1303. [Downloadable!] (restricted)
    Other versions:

  26. Peter Burridge & A. M. Robert Taylor, 2006. "Additive Outlier Detection Via Extreme-Value Theory," Journal of Time Series Analysis, Blackwell Publishing, vol. 27(5), pages 685-701, 09. [Downloadable!] (restricted)

  27. Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2006. "Modified tests for a change in persistence," Journal of Econometrics, Elsevier, vol. 134(2), pages 441-469, October. [Downloadable!] (restricted)
    Other versions:

  28. Giuseppe Cavaliere & A. M. Robert Taylor, 2006. "Testing for a Change in Persistence in the Presence of a Volatility Shift," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 761-781, December. [Downloadable!] (restricted)

  29. David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor, 2006. "On Robust Trend Function Hypothesis Testing," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 10(1). [Downloadable!]

  30. Leybourne, Stephen J. & Taylor, A.M. Robert, 2006. "Persistence change tests and shifting stable autoregressions," Economics Letters, Elsevier, vol. 91(1), pages 44-49, April. [Downloadable!] (restricted)

  31. A. M. Robert Taylor, 2005. "On the use of Sub-sample Unit Root Tests to Detect Changes in Persistence," Journal of Time Series Analysis, Blackwell Publishing, vol. 26(5), pages 759-778, 09. [Downloadable!] (restricted)

  32. Taylor, A. M. Robert, 2005. "Variance ratio tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 124(1), pages 33-54, January. [Downloadable!] (restricted)

  33. Robert Taylor, 2005. "On the limiting behaviour of augmented seasonal unit root tests," Economics Bulletin, Economics Bulletin, vol. 3(3), pages 1-10. [Downloadable!]

  34. A. M. Robert Taylor, 2005. "Fluctuation Tests for a Change in Persistence," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 67(2), pages 207-230, 04. [Downloadable!] (restricted)

  35. Cavaliere, Giuseppe & Taylor, A.M. Robert, 2005. "Stationarity Tests Under Time-Varying Second Moments," Econometric Theory, Cambridge University Press, vol. 21(06), pages 1112-1129, December. [Downloadable!]

  36. Busetti, Fabio & Taylor, A.M. Robert, 2005. "Stationarity Tests For Irregularly Spaced Observations And The Effects Of Sampling Frequency On Power," Econometric Theory, Cambridge University Press, vol. 21(04), pages 757-794, August. [Downloadable!]
    Other versions:

  37. Robert Taylor & Stephen Leybourne, 2004. "Some New Tests for a Change in Persistence," Economics Bulletin, Economics Bulletin, vol. 3(39), pages 1-10. [Downloadable!]

  38. Rodrigues, Paulo M. M. & Taylor, A. M. Robert, 2004. "Alternative estimators and unit root tests for seasonal autoregressive processes," Journal of Econometrics, Elsevier, vol. 120(1), pages 35-73, May. [Downloadable!] (restricted)

  39. Busetti, Fabio & Taylor, A. M. Robert, 2004. "Tests of stationarity against a change in persistence," Journal of Econometrics, Elsevier, vol. 123(1), pages 33-66, November. [Downloadable!] (restricted)

  40. Leybourne, Stephen & Taylor, A. M. Robert, 2004. "On tests for changes in persistence," Economics Letters, Elsevier, vol. 84(1), pages 107-115, July. [Downloadable!] (restricted)

  41. Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2004. "On Tests For Double Differencing: Methods Of Demeaning And Detrending And The Role Of Initial Values," Econometric Theory, Cambridge University Press, vol. 20(01), pages 95-115, February. [Downloadable!]

  42. Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2004. "Asymptotic Distributions For Regression-Based Seasonal Unit Root Test Statistics In A Near-Integrated Model," Econometric Theory, Cambridge University Press, vol. 20(04), pages 645-670, August. [Downloadable!]

  43. Burridge, Peter & Robert Taylor, A. M., 2004. "Bootstrapping the HEGY seasonal unit root tests," Journal of Econometrics, Elsevier, vol. 123(1), pages 67-87, November. [Downloadable!] (restricted)
    Other versions:

  44. Taylor, A.M. Robert, 2003. "On The Asymptotic Properties Of Some Seasonal Unit Root Tests," Econometric Theory, Cambridge University Press, vol. 19(02), pages 311-321, April. [Downloadable!]

  45. Busetti, Fabio & Taylor, A. M. Robert, 2003. "Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots," Journal of Econometrics, Elsevier, vol. 117(1), pages 21-53, November. [Downloadable!] (restricted)
    Other versions:

  46. Taylor, A M Robert, 2003. "Robust Stationarity Tests in Seasonal Time Series Processes," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 156-63, January.

  47. Breitung, Jorg & Taylor, A. M. Robert, 2003. "Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363]," Journal of Econometrics, Elsevier, vol. 117(2), pages 401-404, December. [Downloadable!] (restricted)

  48. Stephen Leybourne & A. M. Robert Taylor, 2003. "Seasonal Unit Root Tests Based on Forward and Reverse Estimation," Journal of Time Series Analysis, Blackwell Publishing, vol. 24(4), pages 441-460, 07. [Downloadable!] (restricted)

  49. A. M. Robert Taylor, 2003. "Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes," Journal of Time Series Analysis, Blackwell Publishing, vol. 24(5), pages 591-612, 09. [Downloadable!] (restricted)

  50. Busetti, Fabio & Taylor, A M Robert, 2003. "Variance Shifts, Structural Breaks, and Stationarity Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(4), pages 510-31, October.

  51. Taylor, A M Robert & van Dijk, Dick, 2002. " Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 64(4), pages 381-97, September. [Downloadable!] (restricted)

  52. Taylor, A M Robert, 2002. "Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(2), pages 269-81, April.

  53. Ralph W. Bailey & A. M. Robert Taylor, 2002. "An optimal test against a random walk component in a non-orthogonal unobserved components model," Econometrics Journal, Royal Economic Society, vol. 5(2), pages 520-532, 06. [Downloadable!] (restricted)
    Other versions:

  54. Burridge, Peter & Taylor, A. M. Robert, 2001. "On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity," Journal of Econometrics, Elsevier, vol. 104(1), pages 91-117, August. [Downloadable!] (restricted)
    Other versions:

  55. Taylor, A M Robert & Smith, Richard J, 2001. "Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(2), pages 192-207, April.
    Other versions:

  56. Burridge, Peter & Taylor, A M Robert, 2001. "On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(3), pages 374-79, July.

  57. Smith, Richard J. & Robert Taylor, A. M., 2001. "Recursive and rolling regression-based tests of the seasonal unit root hypothesis," Journal of Econometrics, Elsevier, vol. 105(2), pages 309-336, December. [Downloadable!] (restricted)

  58. Philip Hans Franses And A. M. Robert Taylor, 2000. "Determining the order of differencing in seasonal time series processes," Econometrics Journal, Royal Economic Society, vol. 3(2), pages 250-264.
    Other versions:

  59. Burridge, Peter & Taylor, A M Robert, 2000. " On the Power of GLS-Type Unit Root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(5), pages 633-45, December. [Downloadable!] (restricted)

  60. Taylor, A M Robert, 2000. " The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag-Selection in Unit Root Tests," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 62(2), pages 293-304, May. [Downloadable!] (restricted)
    Other versions:

  61. Taylor, A M Robert & Leybourne, Stephen J, 1999. "Detecting Seasonal Unit Roots: An Approach Based on the Sample Autocorrelation Function," Manchester School, University of Manchester, vol. 67(3), pages 261-86, June. [Downloadable!] (restricted)

  62. Smith, Richard J. & Taylor, A. M. Robert, 1998. "Additional critical values and asymptotic representations for seasonal unit root tests," Journal of Econometrics, Elsevier, vol. 85(2), pages 269-288, August. [Downloadable!] (restricted)
    Other versions:

  63. Taylor, A. M. Robert, 1997. "On the practical problems of computing seasonal unit root tests," International Journal of Forecasting, Elsevier, vol. 13(3), pages 307-318, September. [Downloadable!] (restricted)

  64. Taylor, A M Robert & Dixon, Huw D, 1997. "Controversy: On Modelling the Long Run in Applied Economics," Economic Journal, Royal Economic Society, vol. 107(440), pages 165-68, January. [Downloadable!] (restricted)

  65. Taylor, A.M. Robert, 1996. "Linear Combinations of Stationary Processes," Econometric Theory, Cambridge University Press, vol. 12(05), pages 869-869, December. [Downloadable!]

  66. RePEc:cup:etheor:v:24:y:2007:i:01:p:43-71 is not listed on IDEAS

  67. RePEc:cup:etheor:v:24:y:2007:i:01:p:43-71_08 is not listed on IDEAS

NEP Fields

11 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (1) 2003-05-15
  2. NEP-ECM: Econometrics (11) 2000-01-31 2003-05-16 2004-08-16 2004-10-30 2004-10-30 2005-07-25 2005-08-13 2008-09-29 2008-12-14 2009-01-17 2009-06-03 Author is listed
  3. NEP-ETS: Econometric Time Series (11) 2000-01-31 2003-05-15 2004-08-16 2004-10-30 2004-10-30 2005-07-25 2005-08-13 2008-09-29 2008-12-14 2009-01-17 2009-06-03 Author is listed
  4. NEP-FIN: Finance (1) 2005-07-25
  5. NEP-FMK: Financial Markets (1) 2008-09-29
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This page was last updated on 2009-11-5.

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