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Sam Astill

Personal Details

First Name:Sam
Middle Name:
Last Name:Astill
Suffix:
RePEc Short-ID:pas192
https://www.essex.ac.uk/ebs/staff/profile.aspx?ID=4508

Affiliation

Essex Business School
University of Essex

Colchester, United Kingdom
https://www.essex.ac.uk/departments/essex-business-school/
RePEc:edi:daessuk (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2015. "Robust and Powerful Tests for Nonlinear Deterministic Components," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 780-799, December.
  2. Astill, Sam & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert, 2014. "Robust tests for a linear trend with an application to equity indices," Journal of Empirical Finance, Elsevier, vol. 29(C), pages 168-185.
  3. Sam Astill & David I. Harvey & A. M. Robert Taylor, 2013. "A bootstrap test for additive outliers in non-stationary time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 454-465, July.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor, 2015. "Robust and Powerful Tests for Nonlinear Deterministic Components," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 77(6), pages 780-799, December.

    Cited by:

    1. Winkelried, Diego, 2015. "Unit Roots, Flexible Trends and the Prebisch-Singer Hypothesis," Working Papers 2015-007, Banco Central de Reserva del Perú.
    2. Enders Walter & Jones Paul, 2016. "Grain prices, oil prices, and multiple smooth breaks in a VAR," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(4), pages 399-419, September.
    3. Pierre Perron & Mototsugu Shintaniz & Tomoyoshi Yabu, 2020. "Trigonometric Trend Regressions of Unknown Frequencies with Stationary or Integrated Noise," Boston University - Department of Economics - Working Papers Series WP2020-012, Boston University - Department of Economics.
    4. Pierre Perron & Mototsugu Shintani & Tomoyoshi Yabu, 2015. "Testing for Flexible Nonlinear Trends with an Integrated or Stationary Noise Component," Vanderbilt University Department of Economics Working Papers 15-00001, Vanderbilt University Department of Economics.
    5. Atanu Ghoshray & Madhavi Pundit, 2021. "Economic growth in China and its impact on international commodity prices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2776-2789, April.
    6. Takamitsu Kurita & Mototsugu Shintani, 2023. "Johansen Test with Fourier-Type Smooth Nonlinear Trends in Cointegrating Relations," CIRJE F-Series CIRJE-F-1216, CIRJE, Faculty of Economics, University of Tokyo.

  2. Sam Astill & David I. Harvey & A. M. Robert Taylor, 2013. "A bootstrap test for additive outliers in non-stationary time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 34(4), pages 454-465, July.

    Cited by:

    1. V. A. Reisen & C. Lévy-Leduc & M. Bourguignon & H. Boistard, 2017. "Robust Dickey–Fuller tests based on ranks for time series with additive outliers," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(1), pages 115-131, January.
    2. Alanya-Beltran, Willy, 2022. "Unit roots in lower-bounded series with outliers," Economic Modelling, Elsevier, vol. 115(C).

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Corrections

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