Robert Taylor
with Busetti · 2003
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Whom Robert Taylor trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Robert Taylor overall
Papers from Robert Taylor's perspective
Ordered by how strongly the researchers Robert Taylor trusts endorse each paper. Same corpus, a different order for every researcher.
- Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?
- Unit root tests with a break in innovation variance
- Tests for Parameter Instability and Structural Change with Unknown Change Point
- The Econometric Modelling of Financial Time Series
- Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series
- recursive Mean Adjustment for Unit Root Tests
- Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
- Tests of stationarity against a change in persistence
- On the reversal of return and dividend growth predictability: A tale of two periods
- Inference on the Quantile Regression Process
Their papers
- Variance Shifts, Structural Breaks, and Stationarity Tests (2003) — 73 citations