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Taylor, A. M. Robert

 

University of Birmingham - Department of Economics


 Economics Department
 Birmingham, B15 2TT
 United Kingdom
 email address

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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
143
Total
Citations
15
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
On the Use of Sub-Sample Unit Root Tests to Detect Changes in Persistence | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 26, No. 5, pp. 759-778, September 2005
Number of Pages in PDF File: 20
Taylor, A. M. Robert
University of Birmingham - Department of Economics
Posted:
31 Aug 05
26
(322,881)
1

2.  
On the Definitions of (Co-) Integration | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Time Series Analysis, Vol. 20, pp. 129-137, 1999
Number of Pages in PDF File: 12
Abadir, Karim M.
Imperial College Business School
Taylor, A. M. Robert
University of Birmingham - Department of Economics
Posted:
15 Jan 12
25
(326,793)
6

3.  
Fluctuation Tests for a Change in Persistence | Show Abstract | Add to Cart |
Oxford Bulletin of Economics & Statistics, Vol. 67, No. 2, pp. 207-230, April 2005
Number of Pages in PDF File: 24
Taylor, A. M. Robert
University of Birmingham - Department of Economics
Posted:
14 Mar 05
23
(335,154)
2

4.  
Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? | Show Abstract | Add to Cart |
Oxford Bulletin of Economics & Statistics, Vol. 64, pp. 381-397, 2002
Number of Pages in PDF File: 17
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
(335,154)
4

5.  
Testing the Null of Co-Integration in the Presence of Variance Breaks | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 27, No. 4, pp. 613-636, July 2006
Number of Pages in PDF File: 24
Cavaliere, Giuseppe
University of Bologna - Faculty of Statistical Science
Taylor, A. M. Robert
University of Birmingham - Department of Economics
Posted:
02 Jun 06
20
(348,251)
1

6.  
Seasonal Unit Root Tests Based on Forward and Reverse Estimation | Show Abstract | Add to Cart |
Journal of Time Series Analysis, Vol. 24, pp. 441-460, July 2003
Number of Pages in PDF File: 20
Leybourne, Stephen J.
University of Nottingham
Taylor, A. M. Robert
University of Birmingham - Department of Economics
Posted:
06 Oct 03
14
(374,923)
 

7.  
An Optimal Test Against a Random Walk Component in a Non-Orthogonal Unobserved Components Model | Show Abstract | Add to Cart |
The Econometrics Journal, Vol. 5, pp. 520-532, 2002
Number of Pages in PDF File: 13
Bailey, Ralph W.
University of Birmingham - Department of Economics
Taylor, A. M. Robert
University of Birmingham - Department of Economics
Posted:
05 Feb 03
12
(384,185)
1


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