Search Results - Taylor, A.M. Robert

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  1. 1
    Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point

    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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  2. 2
    On infimum Dickey–Fuller unit root tests allowing for a trend break under the null

    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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  3. 3
    Tests for explosive financial bubbles in the presence of non-stationary volatility

    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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  4. 4
    Robust and powerful tests for nonlinear deterministic components

    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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  5. 5
    Robust tests for a linear trend with an application to equity indices

    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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  6. 6
    A bootstrap stationarity test for predictive regression invalidity

    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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  7. 7
    Testing for parameter instability in predictive regression models

    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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  8. 8
    Real-time monitoring for explosive financial bubbles

    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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