Robert J. Taylor
Economics and Econometrics · 2004–2010
A researcher in the Science corpus: 5 papers; trusts 17 researchers and is trusted by 3 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 47 citations into it; #17,785 of 23,481 by trust here, #17,346 by citations
- Finance — 25 citations into it
- Statistics and Probability — 19 citations into it
Whom Robert J. Taylor trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Giuseppe Cavaliere
- Donald W. K. Andrews
- Serena Ng
- Pierre Perron
- Jae-Young Kim
- F. Busetti
- Alan M. Taylor
- Ulrich K. Müller
- Tae-Hwan Kim
- Søren Johansen
Who trusts Robert J. Taylor overall
Papers from Robert J. Taylor's perspective
Ordered by how strongly the researchers Robert J. Taylor trusts endorse each paper. Same corpus, a different order for every researcher.
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
- Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Tests of stationarity against a change in persistence
- GLS Detrending, Efficient Unit Root Tests and Structural Change
- Testing for unit roots in time series models with non-stationary volatility
- Structural breaks with deterministic and stochastic trends
- Estimating deterministic trends with an integrated or stationary noise component
- MONITORING CONSTANCY OF VARIANCE IN CONDITIONALLY HETEROSKEDASTIC TIME SERIES (Econometric Theory)
- Tests for Unit Roots and the Initial Condition
Their papers
- TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND (2009) — 89 citations
- Time‐Transformed Unit Root Tests for Models with Non‐Stationary Volatility (2008) — 63 citations
- Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility (2010) — 133 citations
- CUSUM of Squares‐Based Tests for a Change in Persistence (2007) — 91 citations
- Modified tests for a change in persistence (2004) — 116 citations