Selected Entire List   Taylor, A. M. Robert   University of Birmingham - Department of Economics  Birmingham, B15 2TT  United Kingdom  email address   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Taylor, A. M. Robert's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 138 Total Citations 15 Papers (7) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   On the Use of Sub-Sample Unit Root Tests to Detect Changes in Persistence | Show Abstract Hide Abstract | Download | Journal of Time Series Analysis, Vol. 26, No. 5, pp. 759-778, September 2005 Accepted Paper Series Taylor, A. M. Robert University of Birmingham - Department of Economics Posted: 31 Aug 05 26 (255,093) 1 2.   Fluctuation Tests for a Change in Persistence | Show Abstract Hide Abstract | Download | Oxford Bulletin of Economics & Statistics, Vol. 67, No. 2, pp. 207-230, April 2005 Accepted Paper Series Taylor, A. M. Robert University of Birmingham - Department of Economics Posted: 14 Mar 05 23 (264,982) 2 3.   Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? | Show Abstract Hide Abstract | Download | Oxford Bulletin of Economics & Statistics, Vol. 64, pp. 381-397, 2002 Accepted Paper Series Taylor, A. M. Robert University of Birmingham - Department of Economics van Dijk, Dick J. C. Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute Posted: 12 May 03 23 (264,982) 4 4.   On the Definitions of (Co-) Integration | Show Abstract Hide Abstract | Download | Journal of Time Series Analysis, Vol. 20, pp. 129-137, 1999 Accepted Paper Series Abadir, Karim M. Imperial College Business School Taylor, A. M. Robert University of Birmingham - Department of Economics Posted: 15 Jan 12 20 (275,264) 6 5.   Testing the Null of Co-Integration in the Presence of Variance Breaks | Show Abstract Hide Abstract | Download | Journal of Time Series Analysis, Vol. 27, No. 4, pp. 613-636, July 2006 Accepted Paper Series Cavaliere, Giuseppe University of Bologna - Department of Statistics Taylor, A. M. Robert University of Birmingham - Department of Economics Posted: 02 Jun 06 20 (275,264) 1 6.   Seasonal Unit Root Tests Based on Forward and Reverse Estimation | Show Abstract Hide Abstract | Download | Journal of Time Series Analysis, Vol. 24, pp. 441-460, July 2003 Accepted Paper Series Leybourne, Stephen J. University of Nottingham Taylor, A. M. Robert University of Birmingham - Department of Economics Posted: 06 Oct 03 14 (296,700)   7.   An Optimal Test Against a Random Walk Component in a Non-Orthogonal Unobserved Components Model | Show Abstract Hide Abstract | Download | The Econometrics Journal, Vol. 5, pp. 520-532, 2002 Accepted Paper Series Bailey, Ralph W. University of Birmingham - Department of Economics Taylor, A. M. Robert University of Birmingham - Department of Economics Posted: 05 Feb 03 12 (303,762) 1 Records 1 - 7 of 7 matches [ 1 ]

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