Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series

By Alan M. Taylor. 2002

48 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/7e3b251c7b3aca2564f0283373483bae7d1d6639

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. S. Leybourne
2. P. Newbold
3. Tae-Hwan Kim
4. Giuseppe Cavaliere
5. Alan M. Taylor
6. David I. Harvey
7. Stephan Popp
8. Pierre Perron

In Finance

1. S. Leybourne
2. P. Newbold
3. Tae-Hwan Kim
4. Giuseppe Cavaliere
5. Alan M. Taylor
6. David I. Harvey
7. Pierre Perron
8. Robert Sollis

In Management Science and Operations Research

1. S. Leybourne
2. Tae-Hwan Kim
3. P. Newbold
4. P. R. Hansen

Citations in the corpus

• Examination of Some More Powerful Modifications of the Dickey–Fuller Test (2005, methodology): “On the basis of our results, for practical application we would recommend two tests in particular – either the REC test of Taylor (2002) or the MAX test of Leybourne (1995).”