Robert Taylor

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Affiliations

• University of Essex / Essex Business School
  • EDIRC entry
  • location:

Research profile

author of:

• Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility (RePEc:aah:create:2008-50)
  by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor
• Testing for Unit Roots in the Presence of a Possible Break in Trend and Non-Stationary Volatility (RePEc:aah:create:2008-62)
  by Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor
• Co-integration Rank Testing under Conditional Heteroskedasticity (RePEc:aah:create:2009-22)
  by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor
• Bootstrap Sequential Determination of the Co-integration Rank in VAR Models (RePEc:aah:create:2010-07)
  by Guiseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor
• Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models (RePEc:aah:create:2012-36)
  by Giuseppe Cavaliere & Anders Rahbek & 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 (RePEc:aah:create:2014-22)
  by Giuseppe Cavaliere & Morten Ørregaard Nielsen & A.M. Robert Taylor
• Quasi-Maximum Likelihood Estimation and Bootstrap Inference in Fractional Time Series Models with Heteroskedasticity of Unknown Form (RePEc:aah:create:2017-02)
  by Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor
• Adaptive Inference in Heteroskedastic Fractional Time Series Models (RePEc:aah:create:2020-08)
  by Giuseppe Cavaliere & Morten Ørregaard Nielsen & Robert Taylor
• Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (RePEc:aah:create:2021-04)
  by Fabrizio Iacone & Morten Ørregaard Nielsen & Robert Taylor
• Unknown item RePEc:ags:quedwp:274634 (paper)
• Unknown item RePEc:ags:quedwp:274649 (paper)
• Unknown item RePEc:ags:quedwp:274716 (paper)
• Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models (RePEc:arx:papers:2202.02532)
  by H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor
• Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning (RePEc:arx:papers:2408.15404)
  by Robert Taylor
• Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (RePEc:bdi:wptemi:td_470_03)
  by Fabio Busetti & A. M. Robert Taylor
• Tests of the Seasonal Unit-Root Hypothesis against Heteroscedastic Seasonal Integration (RePEc:bes:jnlbes:v:19:y:2001:i:2:p:192-207)
  by Taylor, A M Robert & Smith, Richard J
• On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation (RePEc:bes:jnlbes:v:19:y:2001:i:3:p:374-79)
  by Burridge, Peter & Taylor, A M Robert
• Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series (RePEc:bes:jnlbes:v:20:y:2002:i:2:p:269-81)
  by Taylor, A M Robert
• Robust Stationarity Tests in Seasonal Time Series Processes (RePEc:bes:jnlbes:v:21:y:2003:i:1:p:156-63)
  by Taylor, A M Robert
• Variance Shifts, Structural Breaks, and Stationarity Tests (RePEc:bes:jnlbes:v:21:y:2003:i:4:p:510-31)
  by Busetti, Fabio & Taylor, A M Robert
• On Robust Trend Function Hypothesis Testing (RePEc:bir:birmec:05-07)
  by David Harvey & Stephen Leybourne & A M Robert Taylor
• Testing the Null of Co-integration in the Presence of Variance Breaks (RePEc:bir:birmec:05-10)
  by Giuseppe Cavaliere & A M Robert Taylor
• Testing for Unit Roots in Monthly Time Series (RePEc:bla:jtsera:v:19:y:1998:i:3:p:349-368)
  by A. M. Robert Taylor
• On the Definitions of (Co‐)integration (RePEc:bla:jtsera:v:20:y:1999:i:2:p:129-137)
  by Karim M. Abadir & A. M. Robert Taylor
• Likelihood Ratio Tests for Seasonal Unit Roots (RePEc:bla:jtsera:v:20:y:1999:i:4:p:453-476)
  by Richard J. Smith & A. M. Robert Taylor
• Seasonal Unit Root Tests Based on Forward and Reverse Estimation (RePEc:bla:jtsera:v:24:y:2003:i:4:p:441-460)
  by Stephen Leybourne & A. M. Robert Taylor
• Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes (RePEc:bla:jtsera:v:24:y:2003:i:5:p:591-612)
  by A. M. Robert Taylor
• On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence (RePEc:bla:jtsera:v:26:y:2005:i:5:p:759-778)
  by A. M. Robert Taylor
• Testing the Null of Co‐integration in the Presence of Variance Breaks (RePEc:bla:jtsera:v:27:y:2006:i:4:p:613-636)
  by Giuseppe Cavaliere & A. M. Robert Taylor
• Additive Outlier Detection Via Extreme‐Value Theory (RePEc:bla:jtsera:v:27:y:2006:i:5:p:685-701)
  by Peter Burridge & A. M. Robert Taylor
• CUSUM of Squares‐Based Tests for a Change in Persistence (RePEc:bla:jtsera:v:28:y:2007:i:3:p:408-433)
  by Stephen Leybourne & Robert Taylor & Tae‐Hwan Kim
• Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility (RePEc:bla:jtsera:v:29:y:2008:i:2:p:300-330)
  by Giuseppe Cavaliere & A. M. Robert Taylor
• The impact of the initial condition on robust tests for a linear trend (RePEc:bla:jtsera:v:31:y:2010:i:4:p:292-302)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Editorial (RePEc:bla:jtsera:v:34:y:2013:i:2:p:139-140)
  by Robert Taylor
• A bootstrap test for additive outliers in non-stationary time series (RePEc:bla:jtsera:v:34:y:2013:i:4:p:454-465)
  by Sam Astill & David I. Harvey & A. M. Robert Taylor
• Editorial Announcement (RePEc:bla:jtsera:v:34:y:2013:i:6:p:605-605)
  by Robert Taylor
• A FIXED- b TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (RePEc:bla:jtsera:v:35:y:2014:i:1:p:40-54)
  by Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor
• Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey–Fuller Statistics (RePEc:bla:jtsera:v:36:y:2015:i:5:p:603-629)
  by Neil Kellard & Denise Osborn & Jerry Coakley & Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Unit Root Tests and Heavy-Tailed Innovations (RePEc:bla:jtsera:v:38:y:2017:i:5:p:733-768)
  by Pierre Perron & Eduardo Zorita & Iliyan Georgiev & Paulo M. M. Rodrigues & A. M. Robert Taylor
• Editorial, January 2018 (RePEc:bla:jtsera:v:39:y:2018:i:1:p:3-3)
  by Robert Taylor
• Editorial, September 2018 (RePEc:bla:jtsera:v:39:y:2018:i:5:p:639-639)
  by Robert Taylor
• Editorial Announcement (RePEc:bla:jtsera:v:39:y:2018:i:6:p:813-813)
  by Robert Taylor
• Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction (RePEc:bla:jtsera:v:39:y:2018:i:6:p:814-815)
  by Stephen Leybourne & Robert Taylor
• Real‐Time Monitoring for Explosive Financial Bubbles (RePEc:bla:jtsera:v:39:y:2018:i:6:p:863-891)
  by Sam Astill & David I. Harvey & Stephen J. Leybourne & Robert Sollis & A. M. Robert Taylor
• Editorial Announcement (RePEc:bla:jtsera:v:40:y:2019:i:4:p:385-385)
  by Robert Taylor
• A Generalised Fractional Differencing Bootstrap for Long Memory Processes (RePEc:bla:jtsera:v:40:y:2019:i:4:p:467-492)
  by George Kapetanios & Fotis Papailias & A. M. Robert Taylor
• Temporal Aggregation of Seasonally Near‐Integrated Processes (RePEc:bla:jtsera:v:40:y:2019:i:6:p:872-886)
  by Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
• Deterministic Parameter Change Models in Continuous and Discrete Time (RePEc:bla:jtsera:v:41:y:2020:i:1:p:134-145)
  by Marcus J. Chambers & A. M. Robert Taylor
• Editorial Announcement: Journal of Time Series Analysis Distinguished Authors (RePEc:bla:jtsera:v:41:y:2020:i:4:p:489-490)
  by Robert Taylor
• Editorial announcement: Journal of Time Series Analysis Distinguished Authors 2020 (RePEc:bla:jtsera:v:42:y:2021:i:1:p:3-3)
  by Robert Taylor
• Editorial Announcement (RePEc:bla:jtsera:v:42:y:2021:i:2:p:139-139)
  by Robert Taylor
• Corrigendum to “A Generalised Fractional Differencing Bootstrap for Long Memory Processes” Journal of Time Series Analysis 40: 467‐492 (2019) DOI: 10.1111/jtsa.12460 (RePEc:bla:jtsera:v:42:y:2021:i:4:p:492-492)
  by George Kapetanios & Fotis Papailias & A. M. Robert Taylor
• Editorial Announcement: Professor Michael McAleer (RePEc:bla:jtsera:v:43:y:2022:i:1:p:3-3)
  by Robert Taylor
• Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2021 (RePEc:bla:jtsera:v:43:y:2022:i:1:p:4-4)
  by Robert Taylor
• Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2022 (RePEc:bla:jtsera:v:44:y:2023:i:1:p:3-3)
  by Robert Taylor
• Editorial announcement (RePEc:bla:jtsera:v:44:y:2023:i:4:p:335-335)
  by Robert Taylor
• Editorial Announcement (RePEc:bla:jtsera:v:44:y:2023:i:5-6:p:439-439)
  by Robert Taylor
• Call for Papers: Special Issue on Recent Developments in Time Series Methods for Detecting Bubbles and Crashes (RePEc:bla:jtsera:v:45:y:2024:i:2:p:163-163)
  by Robert Taylor
• Detecting Seasonal Unit Roots: an Approach Based on the Sample Autocorrelation Function (RePEc:bla:manchs:v:67:y:1999:i:3:p:261-286)
  by A. M. Robert Taylor & Stephen J. Leybourne
• Unknown item RePEc:bla:manchs:v:67:y:1999:i:3:p:261-86 (article)
• The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag‐selection in Unit Root Tests (RePEc:bla:obuest:v:62:y:2000:i:2:p:293-304)
  by A. M. R. Taylor
• Unknown item RePEc:bla:obuest:v:62:y:2000:i:5:p:633-45 (article)
• On the Power of GLS‐Type Unit Root Tests (RePEc:bla:obuest:v:62:y:2000:i:5:p:633-645)
  by Peter Burridge & A. M. Robert Taylor
• Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence? (RePEc:bla:obuest:v:64:y:2002:i:4:p:381-397)
  by A. M. Robert Taylor & Dick van Dijk
• Unknown item RePEc:bla:obuest:v:64:y:2002:i:4:p:381-97 (article)
• Fluctuation Tests for a Change in Persistence (RePEc:bla:obuest:v:67:y:2005:i:2:p:207-230)
  by A. M. Robert Taylor
• Regression‐based Tests for a Change in Persistence (RePEc:bla:obuest:v:68:y:2006:i:5:p:595-621)
  by Stephen J. Leybourne & Tae‐Hwan Kim & A. M. Robert Taylor
• Testing for a Change in Persistence in the Presence of a Volatility Shift (RePEc:bla:obuest:v:68:y:2006:i:s1:p:761-781)
  by Giuseppe Cavaliere & A. M. Robert Taylor
• The Flexible Fourier Form and Local Generalised Least Squares De-trended Unit Root Tests-super- (RePEc:bla:obuest:v:74:y:2012:i:5:p:736-759)
  by Paulo M. M. Rodrigues & A. M. Robert Taylor
• Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date (RePEc:bla:obuest:v:76:y:2014:i:1:p:93-111)
  by David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor
• A Comparison of Sequential and Information-based Methods for Determining the Co-integration Rank in Heteroskedastic VAR Models (RePEc:bla:obuest:v:77:y:2015:i:1:p:106-128)
  by Giuseppe Cavaliere & Luca De Angelis & Anders Rahbek & A. M. Robert Taylor
• On the Behaviour of Phillips–Perron Tests in the Presence of Persistent Cycles (RePEc:bla:obuest:v:77:y:2015:i:4:p:495-511)
  by Tomás Del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
• Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates (RePEc:bla:obuest:v:77:y:2015:i:5:p:740-759)
  by Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler
• Robust and Powerful Tests for Nonlinear Deterministic Components (RePEc:bla:obuest:v:77:y:2015:i:6:p:780-799)
  by Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Wild bootstrap of the mean in the infinite variance case (RePEc:bot:quadip:wpaper:108)
  by Giuseppe Cavaliere & Iliyan Georgiev & A.M.Robert Taylor
• Bootstrap determination of the co-integration rank in VAR models (RePEc:bot:quadip:wpaper:113)
  by Giuseppe Cavaliere & Anders Rahbek & Taylor A.M.Robert
• A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR models (RePEc:bot:quadip:wpaper:121)
  by Giuseppe Cavaliere & Luca De Angelis & Anders Rahbek & A.M.Robert Taylor
• Sieve-based inference for infinite-variance linear processes (RePEc:bot:quadip:wpaper:129)
  by Giuseppe Cavaliere & Iliyan Georgiev & A.M. Robert Taylor
• Unit root inference for non-stationary linear processes driven by infinite variance innovations (RePEc:bot:quadip:wpaper:130)
  by Giuseppe Cavaliere & Iliyan Georgiev & Robert Taylor
• On Robust Trend Function Hypothesis Testing (RePEc:bpj:sndecm:v:10:y:2006:i:1:n:1)
  by Harvey David I & Leybourne Stephen J & Taylor A.M. Robert
• Detecting Multiple Changes in Persistence (RePEc:bpj:sndecm:v:11:y:2007:i:3:n:2)
  by Leybourne Stephen & Kim Tae-Hwan & Taylor A.M. Robert
• Additional Critical Values and Asymptotic Representations for Seasonal Unit Roots Tests (RePEc:cam:camdae:9529)
  by Smith, R.J. & Taylor, R.
• On Tests for Double Differencing: Some Extensions and the Role of Initial Values (RePEc:cea:doctra:e2003_23)
  by Paulo M. M. Rodrigues & A. M. Robert Taylor
• On the Behaviour of Phillips-Perron Tests in the Presence of Persistent Cycles (RePEc:cfe:wpcefa:2013_11)
  by Tomás del Barrio Castro & Paulo M.M. Rodrigues & A.M. Robert Taylor
• On The Asymptotic Properties Of Some Seasonal Unit Root Tests (RePEc:cup:etheor:v:19:y:2003:i:02:p:311-321_19)
  by Taylor, A.M. Robert
• On Tests For Double Differencing: Methods Of Demeaning And Detrending And The Role Of Initial Values (RePEc:cup:etheor:v:20:y:2004:i:01:p:95-115_20)
  by Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Asymptotic Distributions For Regression-Based Seasonal Unit Root Test Statistics In A Near-Integrated Model (RePEc:cup:etheor:v:20:y:2004:i:04:p:645-670_20)
  by Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Stationarity Tests For Irregularly Spaced Observations And The Effects Of Sampling Frequency On Power (RePEc:cup:etheor:v:21:y:2005:i:04:p:757-794_05)
  by Busetti, Fabio & Taylor, A.M. Robert
• Stationarity Tests Under Time-Varying Second Moments (RePEc:cup:etheor:v:21:y:2005:i:06:p:1112-1129_05)
  by Cavaliere, Giuseppe & Taylor, A.M. Robert
• Bootstrap Unit Root Tests For Time Series With Nonstationary Volatility (RePEc:cup:etheor:v:24:y:2008:i:01:p:43-71_08)
  by Cavaliere, Giuseppe & Taylor, A.M. Robert
• Regression-Based Seasonal Unit Root Tests (RePEc:cup:etheor:v:25:y:2009:i:02:p:527-560_09)
  by Smith, Richard J. & Taylor, A.M. Robert & del Barrio Castro, Tomas
• Unit Root Testing In Practice: Dealing With Uncertainty Over The Trend And Initial Condition (RePEc:cup:etheor:v:25:y:2009:i:03:p:587-636_09)
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Rejoinder (RePEc:cup:etheor:v:25:y:2009:i:03:p:658-667_09)
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Simple, Robust, And Powerful Tests Of The Breaking Trend Hypothesis (RePEc:cup:etheor:v:25:y:2009:i:04:p:995-1029_09)
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Heteroskedastic Time Series With A Unit Root (RePEc:cup:etheor:v:25:y:2009:i:05:p:1228-1276_09)
  by Cavaliere, Giuseppe & Taylor, A.M. Robert
• Special Issue Of Econometric Theory In Honor Of Paul Newbold: Guest Editors’ Introduction (RePEc:cup:etheor:v:25:y:2009:i:06:p:1451-1456_99)
  by Leybourne, Stephen & Taylor, A.M. Robert
• Testing For A Unit Root In The Presence Of A Possible Break In Trend (RePEc:cup:etheor:v:25:y:2009:i:06:p:1545-1588_99)
  by Harris, David & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Cointegration Rank Testing Under Conditional Heteroskedasticity (RePEc:cup:etheor:v:26:y:2010:i:06:p:1719-1760_99)
  by Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert
• Special Issue Of Econometric Theory On Bootstrap And Numerical Methods In Time Series: Guest Editors’ Introduction (RePEc:cup:etheor:v:27:y:2011:i:05:p:929-932_00)
  by Taylor, A.M. Robert & Vogelsang, Timothy J.
• Testing For Unit Roots In The Presence Of A Possible Break In Trend And Nonstationary Volatility (RePEc:cup:etheor:v:27:y:2011:i:05:p:957-991_00)
  by Cavaliere, Giuseppe & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Bootstrap Union Tests For Unit Roots In The Presence Of Nonstationary Volatility (RePEc:cup:etheor:v:28:y:2012:i:02:p:422-456_00)
  by Smeekes, Stephan & Taylor, A.M. Robert
• On Augmented Hegy Tests For Seasonal Unit Roots (RePEc:cup:etheor:v:28:y:2012:i:05:p:1121-1143_00)
  by Castro, Tomás del Barrio & Osborn, Denise R. & Taylor, A.M. Robert
• ON THE BEHAVIOR OF FIXED-b TREND BREAK TESTS UNDER FRACTIONAL INTEGRATION (RePEc:cup:etheor:v:29:y:2013:i:02:p:393-418_00)
  by Iacone, Fabrizio & Leybourne, Stephen J. & Taylor, A.M. Robert
• The Impact Of Persistent Cycles On Zero Frequency Unit Root Tests (RePEc:cup:etheor:v:29:y:2013:i:06:p:1289-1313_00)
  by Castro, Tomás del Barrio & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Special Issue Of Econometric Theory In Honor Of Professor Richard J. Smith: Guest Editors’ Introduction (RePEc:cup:etheor:v:34:y:2018:i:02:p:247-252_00)
  by Jansson, Michael & Taylor, Robert
• Unit Root Inference For Non-Stationary Linear Processes Driven By Infinite Variance Innovations (RePEc:cup:etheor:v:34:y:2018:i:02:p:302-348_00)
  by Cavaliere, Giuseppe & Georgiev, Iliyan & Taylor, A.M.Robert
• Determining The Cointegration Rank In Heteroskedastic Var Models Of Unknown Order (RePEc:cup:etheor:v:34:y:2018:i:02:p:349-382_00)
  by Cavaliere, Giuseppe & De Angelis, Luca & Rahbek, Anders & Robert Taylor, A.M.
• Semi-Parametric Seasonal Unit Root Tests (RePEc:cup:etheor:v:34:y:2018:i:02:p:447-476_00)
  by del Barrio Castro, Tomás & Rodrigues, Paulo M.M. & Robert Taylor, A.M.
• Testing The Order Of Fractional Integration Of A Time Series In The Possible Presence Of A Trend Break At An Unknown Point (RePEc:cup:etheor:v:35:y:2019:i:6:p:1201-1233_4)
  by Iacone, Fabrizio & Leybourne, Stephen J. & Taylor, A.M. Robert
• Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (RePEc:cwl:cwldpp:1844)
  by Giuseppe Cavaliere & Peter C.B. Phillips & Stephan Smeekes & A.M. Robert Taylor
• Some New Tests for a Change in Persistence (RePEc:ebl:ecbull:eb-04c20028)
  by Robert Taylor & Stephen Leybourne
• On the limiting behaviour of augmented seasonal unit root tests (RePEc:ebl:ecbull:eb-04c20032)
  by Robert Taylor
• Conference in honour of Paul Newbold (RePEc:ebl:ecbull:eb-07cc0013)
  by Robert Taylor
• Controversy: On Modelling the Long Run in Applied Economics (RePEc:ecj:econjl:v:107:y:1997:i:440:p:165-68)
  by Taylor, A M Robert & Dixon, Huw D
• Modified Tests for a Change in Persistence (RePEc:ecm:ausm04:64)
  by Robert Taylor & Stephen Leybourne & David Harvey
• Bootstrap Determination of the Co‐Integration Rank in Vector Autoregressive Models (RePEc:ecm:emetrp:v:80:y:2012:i:4:p:1721-1740)
  by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor
• Stationarity Tests for Irregularly Spaced Observations and the Effects of Sampling Frequency on Power (RePEc:ecm:feam04:494)
  by Robert Taylor & Fabio Busetti
• Bootstrapping the HEGY Seasonal Unit Root Tests (RePEc:ecm:nasm04:125)
  by Robert Taylor & Peter Burridge
• Seasonal unit root tests and the role of initial conditions (RePEc:ect:emjrnl:v:11:y:2008:i:3:p:409-442)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Determining the order of differencing in seasonal time series processes (RePEc:ect:emjrnl:v:3:y:2000:i:2:p:250-264)
  by Philip Hans Franses And A. M. Robert Taylor
• An optimal test against a random walk component in a non-orthogonal unobserved components model (RePEc:ect:emjrnl:v:5:y:2002:i:2:p:520-532)
  by Ralph W. Bailey & A. M. Robert Taylor
• On infimum Dickey–Fuller unit root tests allowing for a trend break under the null (RePEc:eee:csdana:v:78:y:2014:i:c:p:235-242)
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• On tests for changes in persistence (RePEc:eee:ecolet:v:84:y:2004:i:1:p:107-115)
  by Leybourne, Stephen & Taylor, A. M. Robert
• Persistence change tests and shifting stable autoregressions (RePEc:eee:ecolet:v:91:y:2006:i:1:p:44-49)
  by Leybourne, Stephen J. & Taylor, A.M. Robert
• On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity (RePEc:eee:econom:v:104:y:2001:i:1:p:91-117)
  by Burridge, Peter & Taylor, A. M. Robert
• Recursive and rolling regression-based tests of the seasonal unit root hypothesis (RePEc:eee:econom:v:105:y:2001:i:2:p:309-336)
  by Smith, Richard J. & Robert Taylor, A. M.
• Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots (RePEc:eee:econom:v:117:y:2003:i:1:p:21-53)
  by Busetti, Fabio & Taylor, A. M. Robert
• Corrigendum to "Nonparametric tests for unit roots and cointegration" [J. Econom. 108 (2002) 343-363] (RePEc:eee:econom:v:117:y:2003:i:2:p:401-404)
  by Breitung, Jorg & Taylor, A. M. Robert
• Alternative estimators and unit root tests for seasonal autoregressive processes (RePEc:eee:econom:v:120:y:2004:i:1:p:35-73)
  by Rodrigues, Paulo M. M. & Taylor, A. M. Robert
• Tests of stationarity against a change in persistence (RePEc:eee:econom:v:123:y:2004:i:1:p:33-66)
  by Busetti, Fabio & Taylor, A. M. Robert
• Bootstrapping the HEGY seasonal unit root tests (RePEc:eee:econom:v:123:y:2004:i:1:p:67-87)
  by Burridge, Peter & Robert Taylor, A. M.
• Variance ratio tests of the seasonal unit root hypothesis (RePEc:eee:econom:v:124:y:2005:i:1:p:33-54)
  by Taylor, A. M. Robert
• Modified tests for a change in persistence (RePEc:eee:econom:v:134:y:2006:i:2:p:441-469)
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Testing for unit roots in time series models with non-stationary volatility (RePEc:eee:econom:v:140:y:2007:i:2:p:919-947)
  by Cavaliere, Giuseppe & Taylor, A.M. Robert
• A simple, robust and powerful test of the trend hypothesis (RePEc:eee:econom:v:141:y:2007:i:2:p:1302-1330)
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Efficient tests of the seasonal unit root hypothesis (RePEc:eee:econom:v:141:y:2007:i:2:p:548-573)
  by Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Erratum to "A simple, robust and powerful test of the trend hypothesis" [Journal of Econometrics 141(2) (2007) 1302-1330] (RePEc:eee:econom:v:143:y:2008:i:2:p:396-397)
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Testing for a change in persistence in the presence of non-stationary volatility (RePEc:eee:econom:v:147:y:2008:i:1:p:84-98)
  by Cavaliere, Giuseppe & Taylor, A.M. Robert
• Robust methods for detecting multiple level breaks in autocorrelated time series (RePEc:eee:econom:v:157:y:2010:i:2:p:342-358)
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Testing for co-integration in vector autoregressions with non-stationary volatility (RePEc:eee:econom:v:158:y:2010:i:1:p:7-24)
  by Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert
• Unit root testing under a local break in trend (RePEc:eee:econom:v:167:y:2012:i:1:p:140-167)
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Testing for unit roots in the presence of uncertainty over both the trend and initial condition (RePEc:eee:econom:v:169:y:2012:i:2:p:188-195)
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Testing for a break in trend when the order of integration is unknown (RePEc:eee:econom:v:176:y:2013:i:1:p:30-45)
  by Iacone, Fabrizio & Leybourne, Stephen J. & Robert Taylor, A.M.
• Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics (RePEc:eee:econom:v:177:y:2013:i:2:p:265-284)
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Testing for seasonal unit roots by frequency domain regression (RePEc:eee:econom:v:178:y:2014:i:p2:p:243-258)
  by Chambers, Marcus J. & Ercolani, Joanne S. & Taylor, A.M. Robert
• Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets (RePEc:eee:econom:v:187:y:2015:i:2:p:557-579)
  by Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert
• Inference on co-integration parameters in heteroskedastic vector autoregressions (RePEc:eee:econom:v:192:y:2016:i:1:p:64-85)
  by Boswijk, H. Peter & Cavaliere, Giuseppe & Rahbek, Anders & Taylor, A.M. Robert
• Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point (RePEc:eee:econom:v:192:y:2016:i:2:p:451-467)
  by Harris, David & Leybourne, Stephen J. & Taylor, A.M. Robert
• Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form (RePEc:eee:econom:v:198:y:2017:i:1:p:165-188)
  by Cavaliere, Giuseppe & Nielsen, Morten Ørregaard & Taylor, A.M. Robert
• Testing for parameter instability in predictive regression models (RePEc:eee:econom:v:204:y:2018:i:1:p:101-118)
  by Georgiev, Iliyan & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem (RePEc:eee:econom:v:219:y:2020:i:2:p:354-388)
  by Harris, David & Kew, Hsein & Taylor, A.M. Robert
• Simple tests for stock return predictability with good size and power properties (RePEc:eee:econom:v:224:y:2021:i:1:p:198-214)
  by Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Testing for episodic predictability in stock returns (RePEc:eee:econom:v:227:y:2022:i:1:p:85-113)
  by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Extensions to IVX methods of inference for return predictability (RePEc:eee:econom:v:237:y:2023:i:2:s0304407622000586)
  by Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Transformed regression-based long-horizon predictability tests (RePEc:eee:econom:v:237:y:2023:i:2:s0304407622001294)
  by Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert
• Additional critical values and asymptotic representations for seasonal unit root tests (RePEc:eee:econom:v:85:y:1998:i:2:p:269-288)
  by Smith, Richard J. & Taylor, A. M. Robert
• Robust tests for a linear trend with an application to equity indices (RePEc:eee:empfin:v:29:y:2014:i:c:p:168-185)
  by Astill, Sam & Harvey, David I. & Leybourne, Stephen J. & Taylor, A.M. Robert
• Special issue of the Journal of Empirical Finance Guest Editors' introduction (RePEc:eee:empfin:v:38:y:2016:i:pb:p:513-515)
  by Kellard, Neil & Taylor, A.M. Robert
• Tests for explosive financial bubbles in the presence of non-stationary volatility (RePEc:eee:empfin:v:38:y:2016:i:pb:p:548-574)
  by Harvey, David I. & Leybourne, Stephen J. & Sollis, Robert & Taylor, A.M. Robert
• Using covariates to improve the efficacy of univariate bubble detection methods (RePEc:eee:empfin:v:70:y:2023:i:c:p:342-366)
  by Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis
• On the practical problems of computing seasonal unit root tests (RePEc:eee:intfor:v:13:y:1997:i:3:p:307-318)
  by Taylor, A. M. Robert
• New Introduction to Multiple Time Series Analysis, Helmut Lutkepohl. Springer-Verlag (2005), ISBN 3-540-40172-5 (hardcover), 149.95 [euro], ISBN 3-540-26239-3 (softcover), 54.95 [euro], 764 pages (RePEc:eee:intfor:v:23:y:2007:i:1:p:153-152)
  by Taylor, Robert
• Testing for Stochastic Unit Roots - Some Monte Carlo evidence (RePEc:ems:eureir:1592)
  by Taylor, A.M.R. & van Dijk, D.J.C.
• Tests of the Co-integration Rank in VAR Models in the Presence of a Possible Break in Trend at an Unknown Point (RePEc:esy:uefcwp:15847)
  by Harris, D & Leybourne, SJ & Taylor, AMR
• Semi-Parametric Seasonal Unit Root Tests (RePEc:esy:uefcwp:16807)
  by Del Barrio Castro, T & Rodrigues, PMM & Taylor, AMR
• Determining the Cointegration Rank in Heteroskedastic VAR Models of Unknown Order (RePEc:esy:uefcwp:17454)
  by Cavaliere, G & De Angelis, L & Rahbek, A & Taylor, AMR
• Unit Root Tests and Heavy-Tailed Innovations (RePEc:esy:uefcwp:18832)
  by Georgiev, I & Rodrigues, PMM & Taylor, AMR
• Efficient Tests of the Seasonal Unit Root Hypothesis (RePEc:eui:euiwps:eco2004/29)
  by Paulo M.M. Rodrigues & A.M. Robert Taylor
• Wild Bootstrap Seasonal Unit Root Tests for Time Series with Periodic Non-Stationary Volatility (RePEc:gai:wpaper:wpaper-2016-269)
  by Skrobotov Anton & Cavaliere Giuseppe & Taylor Robert
• Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility (RePEc:kud:kuiedp:0834)
  by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor
• Bootstrap Sequential Determination of the Co-integration Rank in VAR Models (RePEc:kud:kuiedp:1007)
  by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor
• Bootstrap Determination of the Co-integration Rank in Heteroskedastic VAR Models (RePEc:kud:kuiedp:1211)
  by Giuseppe Cavaliere & Anders Rahbek & A.M.Robert Taylor
• Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions (RePEc:kud:kuiedp:1313)
  by H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A.M. Robert Taylor
• Unknown item RePEc:lrk:eeaart:28_3_2 (article)
• On Augmented HEGY Tests for Seasonal Unit Roots (RePEc:man:sespap:1121)
  by Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor
• The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (RePEc:man:sespap:1228)
  by Tomás del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor
• Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates (RePEc:mnh:wpaper:32993)
  by Cavaliere, Giuseppe & Taylor, A. M. Robert & Trenkler, Carsten
• Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem (RePEc:msh:ebswps:2020-8)
  by David Harris & Hsein Kew & A. M. Robert Taylor
• Simple, Robust and Powerful Tests of the Breaking Trend Hypothesis (RePEc:not:notecp:06/11)
  by David I. Harvey & Stephen J. Leybourne & A.M. Robert Taylor
• Efficient Tests of the Seasonal Unit Root Hypothesis (RePEc:not:notecp:06/12)
  by Paulo M.M. Rodrigues & A.M. Robert Taylor
• A simple, robust and powerful test of the trend hypothesis (RePEc:not:notgts:06/01)
  by David I. Harvey, & Stephen J. Leybourne, & A. M. Robert Taylor
• Testing for a unit root when uncertain about the trend [Revised to become 07/03 above] (RePEc:not:notgts:06/03)
  by David I. Harvey, & Stephen J. Leybourne, & A. M. Robert Taylor
• Testing for a change in persistence in the presence of non-stationary volatility (RePEc:not:notgts:06/04)
  by Giuseppe Cavaliere & A. M. Robert Taylor
• Testing for co-integration in vector autoregressions with non-stationary volatility (RePEc:not:notgts:07/02)
  by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor
• Unit root testing in practice: dealing with uncertainty over the trend and initial condition (RePEc:not:notgts:07/03)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Testing for a unit root in the presence of a possible break in trend (RePEc:not:notgts:07/04)
  by David Harris & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Regression-based seasonal unit root tests (RePEc:not:notgts:07/05)
  by Richard J. Smith & A. M. Robert Taylor & Tomas del Barrio Castro
• Seasonal unit root tests and the role of initial conditions (RePEc:not:notgts:08/01)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Testing for unit roots in the presence of uncertainty over both the trend and initial condition (RePEc:not:notgts:08/03)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices (RePEc:not:notgts:08/04)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above] (RePEc:not:notgts:09/01)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Co-integration rank tests under conditional heteroskedasticity (RePEc:not:notgts:09/02)
  by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor
• The impact of the initial condition on robust tests for a linear trend (RePEc:not:notgts:09/03)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Testing for unit roots in the presence of a possible break in trend and non-stationary volatility (RePEc:not:notgts:09/05)
  by Giuseppe Cavaliere & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Robust methods for detecting multiple level breaks in autocorrelated time series (RePEc:not:notgts:10/01)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Testing for seasonal unit roots by frequency domain regression (RePEc:not:notgts:10/02)
  by Marcus J. Chambers & Joanne S. Ercolani & A. M. Robert Taylor
• Bootstrap union tests for unit roots in the presence of nonstationary volatility (RePEc:not:notgts:10/03)
  by Stephan Smeekes & A. M. Robert Taylor
• Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion (RePEc:not:notgts:10/04)
  by Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler
• Unit root testing under a local break in trend (RePEc:not:notgts:10/05)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Robust methods for detecting multiple level breaks in autocorrelated time series (RePEc:not:notgts:11/01)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Unit root testing under a local break in trend (RePEc:not:notgts:11/02)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• On the behaviour of fixed-b trend break tests under fractional integration (RePEc:not:notgts:11/03)
  by Fabrizio Iacone & Stephen J. Leybourne & A. M. Robert Taylor
• Tests for an end-of-sample bubble in financial time series (RePEc:not:notgts:16/02)
  by Sam Astill & David Harvey & Stephen Leybourne & Robert Taylor
• A bootstrap stationarity test for predictive regression invalidity (RePEc:not:notgts:17/04)
  by Iliyan Georgiev & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• CUSUM-Based Monitoring for Explosive Episodes in Financial Data in the Presence of Time-Varying Volatility (RePEc:oup:jfinec:v:21:y:2023:i:1:p:187-227.)
  by Sam Astill & David I Harvey & Stephen J Leybourne & A M Robert Taylor & Yang Zu
• The Flexible Fourier Form and Local GLS De-trended Unit Root Tests (RePEc:ptu:wpaper:w200919)
  by Paulo M.M. Rodrigues & A. M. Robert Taylor
• The Impact of Persistent Cycles on Zero Frequency Unit Root Tests (RePEc:ptu:wpaper:w201124)
  by Paulo M.M. Rodrigues & Tomás del Barrio Castro
• Testing for Episodic Predictability in Stock Returns (RePEc:ptu:wpaper:w201906)
  by Paulo M.M. Rodrigues & Matei Demetrescu
• Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume (RePEc:ptu:wpaper:w202102)
  by Paulo M.M. Rodrigues & Marina Balboa
• Extensions to IVX methods of inference for return predictability (RePEc:ptu:wpaper:w202104)
  by Paulo M.M. Rodrigues & Matei Demetrescu
• Bootstrap Score Tests For Fractional Integration In Heteroskedastic Arfima Models, With An Application To Price Dynamics In Commodity Spot And Futures Markets (RePEc:qed:wpaper:1309)
  by Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor
• Quasi-maximum Likelihood Estimation And Bootstrap Inference In Fractional Time Series Models With Heteroskedasticity Of Unknown Form (RePEc:qed:wpaper:1324)
  by Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor
• Adaptive Inference In Heteroskedastic Fractional Time Series Models (RePEc:qed:wpaper:1390)
  by Giuseppe Cavaliere & Morten Ø. Nielsen & A.M. Robert Taylor
• Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (RePEc:qed:wpaper:1431)
  by Fabrizio Iacone & Morten Ørregaard Nielsen & A.M. Robert Taylor
• Introduction and Overview (RePEc:spr:conchp:978-3-030-94679-1_1)
  by Robert Taylor
• Book Reviews (RePEc:taf:apbizr:v:3:y:1997:i:3:p:193-194)
  by Robert Taylor
• A Note on Testing Covariance Stationarity (RePEc:taf:emetrv:v:28:y:2009:i:4:p:364-371)
  by Giuseppe Cavaliere & A. M. Robert Taylor
• Bootstrap M Unit Root Tests (RePEc:taf:emetrv:v:28:y:2009:i:5:p:393-421)
  by Giuseppe Cavaliere & A. M. Robert Taylor
• Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices (RePEc:taf:emetrv:v:30:y:2011:i:5:p:514-547)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Wild Bootstrap of the Sample Mean in the Infinite Variance Case (RePEc:taf:emetrv:v:32:y:2013:i:2:p:204-219)
  by Giuseppe Cavaliere & Iliyan Georgiev & A. M. Robert Taylor
• Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion (RePEc:taf:emetrv:v:32:y:2013:i:7:p:814-847)
  by Giuseppe Cavaliere & A. M. Robert Taylor & Carsten Trenkler
• Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models (RePEc:taf:emetrv:v:33:y:2014:i:5-6:p:606-650)
  by Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor
• Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility (RePEc:taf:emetrv:v:34:y:2015:i:4:p:512-536)
  by Giuseppe Cavaliere & Peter C. B. Phillips & Stephan Smeekes & A. M. Robert Taylor
• The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests (RePEc:taf:emetrv:v:35:y:2016:i:1:p:122-168)
  by Tom�s del Barrio Castro & Denise R. Osborn & A.M. Robert Taylor
• Tests for an end-of-sample bubble in financial time series (RePEc:taf:emetrv:v:36:y:2017:i:6-9:p:651-666)
  by Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility (RePEc:taf:emetrv:v:38:y:2019:i:5:p:509-532)
  by Giuseppe Cavaliere & Anton Skrobotov & A. M. Robert Taylor
• In memory of Michael McAleer: special issue of Econometric Reviews (RePEc:taf:emetrv:v:42:y:2023:i:9-10:p:700-702)
  by Esfandiar Maasoumi & Robert Taylor
• Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models (RePEc:taf:emetrv:v:42:y:2023:i:9-10:p:725-757)
  by H. Peter Boswijk & Giuseppe Cavaliere & Luca De Angelis & A. M. Robert Taylor
• Improved tests for stock return predictability (RePEc:taf:emetrv:v:42:y:2023:i:9-10:p:834-861)
  by David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• A Bootstrap Stationarity Test for Predictive Regression Invalidity (RePEc:taf:jnlbes:v:37:y:2019:i:3:p:528-541)
  by Iliyan Georgiev & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Adaptive Inference in Heteroscedastic Fractional Time Series Models (RePEc:taf:jnlbes:v:40:y:2022:i:1:p:50-65)
  by Giuseppe Cavaliere & Morten Ørregaard Nielsen & A. M. Robert Taylor
• Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks (RePEc:taf:jnlbes:v:40:y:2022:i:2:p:880-896)
  by Fabrizio Iacone & Morten Ørregaard Nielsen & A. M. Robert Taylor
• Bonferroni Type Tests for Return Predictability and the Initial Condition (RePEc:taf:jnlbes:v:42:y:2024:i:2:p:499-515)
  by Sam Astill & David I. Harvey & Stephen J. Leybourne & A. M. Robert Taylor
• Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions (RePEc:tin:wpaper:20130187)
  by H. Peter Boswijk & Giuseppe Cavaliere & Anders Rahbek & A. M. Robert Taylor
• Semi-Parametric Seasonal Unit Root Tests (RePEc:ubi:deawps:72)
  by Tomás del Barrio Castro & Paulo M. M. Rodrigues & A. M. Robert Taylor
• Temporal Aggregation of Seasonally Near-Integrated Processes (RePEc:ubi:deawps:86)
  by Tomás del Barrio Castro & Paulo M.M. Rodrigues & A. M. Robert Taylor
• Bootstrap union tests for unit roots in the presence of nonstationary volatility (RePEc:unm:umamet:2010015)
  by Smeekes, S. & Taylor, A.M.R.
• Lag length selection for unit root tests in the presence of nonstationary volatility (RePEc:unm:umamet:2011056)
  by Cavaliere, G. & Phillips, P.C.B. & Smeekes, S. & Taylor, A.M.R.
• A Review of Unit Root Tests in Time Series: Volumes 1 and 2 (RePEc:wly:emjrnl:v:16:y:2013:i:3:p:b5-b8)
  by Robert Taylor
• Robust tests for deterministic seasonality and seasonal mean shifts (RePEc:wly:emjrnl:v:21:y:2018:i:3:p:277-297)
  by S. Astill & A. M. R. Taylor
• Real‐time detection of regimes of predictability in the US equity premium (RePEc:wly:japmet:v:36:y:2021:i:1:p:45-70)
  by David I. Harvey & Stephen J. Leybourne & Robert Sollis & A.M. Robert Taylor
• Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume (RePEc:wly:japmet:v:36:y:2021:i:5:p:544-565)
  by Marina Balboa & Paulo M. M. Rodrigues & Antonio Rubia & A. M. Robert Taylor
• Additional Critical Values and Asymptotic Representations for Seasonal Unit Root Tests (RePEc:yor:yorken:95/43)
  by Richard Smith & Robert Taylor
• Testing for Seasonal Unit Roots: a simple alternative to HEGY (RePEc:yor:yorken:95/44)
  by Robert Taylor & Stephen Leybourne
• On the Practical Problems of Computing Seasonal Unit Root Tests: The Case of Non-Durable Consumers' Expenditures (RePEc:yor:yorken:96/10)
  by Robert Taylor
• Additional Critical Values and Asymptotic Representations for Monthly Seasonal Unit Root Tests (RePEc:yor:yorken:96/13)
  by Robert Taylor
• On the Definitions of (Co-)Integration (RePEc:yor:yorken:97/19)
  by Karim M. Abadir & A. M. Robert Taylor
• Determining the Order of Differencing in Seasonal Time Series Processes (RePEc:yor:yorken:97/9)
  by Philip Hans Franses & Robert Taylor