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Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2023) Improved tests for stock return predictability. Econometric Reviews, 42 (9-10). pp. 834-861. DOI https://doi.org/10.1080/07474938.2023.2222634

Boswijk, H Peter and Cavaliere, Giuseppe and De Angelis, Luca and Taylor, AM Robert (2023) Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models. Econometric Reviews, 42 (9-10). pp. 725-757. DOI https://doi.org/10.1080/07474938.2023.2222633

Cavaliere, Giuseppe and Skrobotov, Anton and Taylor, AM Robert (2019) Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility. Econometric Reviews, 38 (5). pp. 509-532. DOI https://doi.org/10.1080/07474938.2017.1348684

Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2017) Tests for an end-of-sample bubble in financial time series. Econometric Reviews, 36 (6-9). pp. 651-666. DOI https://doi.org/10.1080/07474938.2017.1307490

del Barrio Castro, Tomás and Osborn, Denise R and Taylor, AM Robert (2016) The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests. Econometric Reviews, 35 (1). pp. 122-168. DOI https://doi.org/10.1080/07474938.2013.807710

Cavaliere, Giuseppe and Phillips, Peter CB and Smeekes, Stephan and Taylor, AM Robert (2015) Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility. Econometric Reviews, 34 (4). pp. 512-536. DOI https://doi.org/10.1080/07474938.2013.808065

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. DOI https://doi.org/10.1080/07474938.2013.825175

Cavaliere, Giuseppe and Taylor, AM Robert and Trenkler, Carsten (2013) Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion. Econometric Reviews, 32 (7). pp. 814-847. DOI https://doi.org/10.1080/07474938.2012.690677

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. DOI https://doi.org/10.1080/07474938.2012.690660

Pesaran, M Hashem and Smith, Ron P and Yamagata, Takashi and Hvozdyk, Lyudmyla (2009) Pairwise Tests of Purchasing Power Parity. Econometric Reviews, 28 (6). pp. 495-521. DOI https://doi.org/10.1080/07474930802473702

Godfrey, L G and Santos Silva, Joao M C (2005) Bootstrap Tests of Nonnested Hypotheses: Some Further Results. Econometric Reviews, 23 (4). pp. 325-340.