Article

Cavaliere, G and Angelis, LD and Rahbek, A and Robert Taylor, AM (2015) 'A comparison of sequential and information-based methods for determining the co-integration rank in heteroskedastic VAR MODELS.' Oxford Bulletin of Economics and Statistics, 77 (1). 106 - 128. ISSN 0305-9049

Cavaliere, G and Robert Taylor, AM and Trenkler, C (2015) 'Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates.' Oxford Bulletin of Economics and Statistics, 77 (5). 740 - 759. ISSN 0305-9049

Cavaliere, G and Rahbek, A and Robert Taylor, AM (2015) 'Bootstrap Determination of the Co-Integration Rank in VAR Models with Unrestricted Deterministic Components.' Journal of Time Series Analysis, 36 (3). 272 - 289. ISSN 0143-9782

Cavaliere, G and Harvey, DI and Leybourne, SJ and Robert Taylor, AM (2015) 'Testing for Unit Roots Under Multiple Possible Trend Breaks and Non-Stationary Volatility Using Bootstrap Minimum Dickey-Fuller Statistics.' Journal of Time Series Analysis, 36 (5). 603 - 629. ISSN 0143-9782

Cavaliere, G and Rahbek, A and Robert Taylor, AM (2014) 'Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models.' Econometric Reviews, 33 (5-6). 606 - 650. ISSN 0747-4938

Iacone, F and Leybourne, SJ and Robert Taylor, AM (2014) 'A fixed- b test for a break in level at an unknown time under fractional integration.' Journal of Time Series Analysis, 35 (1). 40 - 54. ISSN 0143-9782

Astill, S and Harvey, DI and Robert Taylor, AM (2013) 'A bootstrap test for additive outliers in non-stationary time series.' Journal of Time Series Analysis, 34 (4). 454 - 465. ISSN 0143-9782

Cavaliere, Giuseppe and Georgiev, Iliyan and Robert Taylor, AM (2013) 'Wild Bootstrap of the Sample Mean in the Infinite Variance Case.' Econometric Reviews, 32 (2). 204 - 219. ISSN 0747-4938

Iacone, F and Leybourne, SJ and Robert Taylor, AM (2013) 'Testing for a break in trend when the order of integration is unknown.' Journal of Econometrics, 176 (1). 30 - 45. ISSN 0304-4076