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Taylor, A. M. Robert
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Taylor, A. M. Robert
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Taylor, A. M. Robert
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1
On infimum Dickey–Fuller unit root tests allowing for a trend break under the null
by
Harvey, David I.
,
Leybourne, Stephen J.
,
Taylor
,
A.M
.
Robert
Published 2014
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Article
2
Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point
by
Harris, David
,
Leybourne, Stephen J.
,
Taylor
,
A.M
.
Robert
Published 2016
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Article
3
Real-time monitoring for explosive financial bubbles
by
Astill, Sam
,
Harvey, David I.
,
Leybourne, Stephen J.
,
Sollis, Robert
,
Taylor
,
A.M
.
Robert
Published 2018
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Article
4
Tests for explosive financial bubbles in the presence of non-stationary volatility
by
Harvey, David I.
,
Leybourne, Stephen J.
,
Sollis, Robert
,
Taylor
,
A.M
.
Robert
Published 2015
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Article
5
Robust and powerful tests for nonlinear deterministic components
by
Astill, Sam
,
Harvey, David I.
,
Leybourne, Stephen J.
,
Taylor
,
A
.
M
.
Robert
Published 2014
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Article
6
Robust tests for a linear trend with an application to equity indices
by
Astill, Sam
,
Harvey, David I.
,
Leybourne, Stephen J.
,
Taylor
,
A.M
.
Robert
Published 2014
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Article
7
A bootstrap stationarity test for predictive regression invalidity
by
Georgiev, Iliyan
,
Harvey, David I.
,
Leybourne, Stephen J.
,
Taylor
,
A.M
.
Robert
Published 2017
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Article
8
Testing for parameter instability in predictive regression models
by
Gorgiev, Iliyan
,
Harvey, David I.
,
Leybourne, Stephen J.
,
Taylor
,
A.M
.
Robert
Published 2018
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