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Publications by A.M. Robert Taylor
Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, With an Application to Price Dynamics in Commodity Spot and Futures Markets
Journal of Econometrics
Philosophy of Science
Applied Mathematics
Economics
Econometrics
History
Semi-Parametric Seasonal Unit Root Tests
Econometric Theory
Economics
Econometrics
Social Sciences
Bootstrap Union Tests for Unit Roots in the Presence of Nonstationary Volatility
Econometric Theory
Economics
Econometrics
Social Sciences
Regression-Based Seasonal Unit Root Tests
Econometric Theory
Economics
Econometrics
Social Sciences
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