Article

Cavaliere, Giuseppe and Harvey, David I and Leybourne, Stephen J 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). pp. 603-629. ISSN 0143-9782

Cavaliere, Giuseppe and Rahbek, Anders 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). pp. 272-289. ISSN 0143-9782

Cavaliere, Giuseppe and Angelis, Luca De and Rahbek, Anders 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). pp. 106-128. ISSN 0305-9049

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

Harvey, David I and Leybourne, Stephen J and Robert Taylor, AM (2014) 'Unit Root Testing under a Local Break in Trend using Partial Information on the Break Date*.' Oxford Bulletin of Economics and Statistics, 76 (1). pp. 93-111. ISSN 0305-9049

Iacone, Fabrizio and Leybourne, Stephen J and Robert Taylor, AM (2014) 'A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION.' Journal of Time Series Analysis, 35 (1). pp. 40-54. ISSN 0143-9782

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

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). pp. 204-219. ISSN 0747-4938