A. M. Robert Taylor

University of Birmingham - Department of Economics

Economics Department

Birmingham, B15 2TT

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

146

CITATIONS
Rank 19,350

SSRN RANKINGS

Top 19,350

in Total Papers Citations

16

Scholarly Papers (7)

1.

On the Definitions of (Co-) Integration

Journal of Time Series Analysis, Vol. 20, pp. 129-137, 1999
Number of pages: 12 Posted: 15 Jan 2012
Karim M. Abadir and A. M. Robert Taylor
Imperial College Business School and University of Birmingham - Department of Economics
Downloads 26 (401,822)
Citation 7

Abstract:

2.

On the Use of Sub-Sample Unit Root Tests to Detect Changes in Persistence

Journal of Time Series Analysis, Vol. 26, No. 5, pp. 759-778, September 2005
Number of pages: 20 Posted: 31 Aug 2005
A. M. Robert Taylor
University of Birmingham - Department of Economics
Downloads 26 (411,099)
Citation 1

Abstract:

3.

Fluctuation Tests for a Change in Persistence

Oxford Bulletin of Economics & Statistics, Vol. 67, No. 2, pp. 207-230, April 2005
Number of pages: 24 Posted: 14 Mar 2005
A. M. Robert Taylor
University of Birmingham - Department of Economics
Downloads 23 (425,888)
Citation 2

Abstract:

4.

Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?

Oxford Bulletin of Economics & Statistics, Vol. 64, pp. 381-397, 2002
Number of pages: 17 Posted: 12 May 2003
A. M. Robert Taylor and Dick J. C. van Dijk
University of Birmingham - Department of Economics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 23 (425,888)
Citation 4

Abstract:

5.

Testing the Null of Co-Integration in the Presence of Variance Breaks

Journal of Time Series Analysis, Vol. 27, No. 4, pp. 613-636, July 2006
Number of pages: 24 Posted: 02 Jun 2006
Giuseppe Cavaliere and A. M. Robert Taylor
University of Bologna and University of Birmingham - Department of Economics
Downloads 20 (441,361)
Citation 1

Abstract:

6.

Seasonal Unit Root Tests Based on Forward and Reverse Estimation

Journal of Time Series Analysis, Vol. 24, pp. 441-460, July 2003
Number of pages: 20 Posted: 06 Oct 2003
Stephen J. Leybourne and A. M. Robert Taylor
University of Nottingham and University of Birmingham - Department of Economics
Downloads 14 (472,435)

Abstract:

7.

An Optimal Test Against a Random Walk Component in a Non-Orthogonal Unobserved Components Model

The Econometrics Journal, Vol. 5, pp. 520-532, 2002
Number of pages: 13 Posted: 05 Feb 2003
Ralph W. Bailey and A. M. Robert Taylor
University of Birmingham - Department of Economics and University of Birmingham - Department of Economics
Downloads 12 (482,688)
Citation 1

Abstract: