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Astill, Sam and Harvey, David I and Leybourne, Stephen J and Taylor, AM Robert (2024) Bonferroni Type Tests for Return Predictability and the Initial Condition. Journal of Business and Economic Statistics, 42 (2). pp. 499-515. DOI https://doi.org/10.1080/07350015.2023.2201313

Iacone, Fabrizio and Ørregaard Nielsen, Morten and Taylor, AM Robert (2022) Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks. Journal of Business and Economic Statistics, 40 (2). pp. 880-896. DOI https://doi.org/10.1080/07350015.2021.1876712

Cavaliere, Giuseppe and Ørregaard Nielsen, Morten and Taylor, AM Robert (2022) Adaptive Inference in Heteroskedastic Fractional Time Series Models. Journal of Business and Economic Statistics, 40 (1). pp. 50-65. DOI https://doi.org/10.1080/07350015.2020.1773275

Kemp, Gordon CR and Parente, Paulo MDC and Santos Silva, JMC (2020) Dynamic Vector Mode Regression. Journal of Business and Economic Statistics, 38 (3). pp. 647-661. DOI https://doi.org/10.1080/07350015.2018.1562935

Arvanitis, Stelios and Hallam, Mark and Post, Thierry and Topaloglou, Nikolas (2019) Stochastic Spanning. Journal of Business and Economic Statistics, 37 (4). pp. 573-585. DOI https://doi.org/10.1080/07350015.2017.1391099

Georgiev, I and Harvey, DI and Taylor, AMR and Leybourne, SJ (2019) A Bootstrap Stationarity Test for Predictive Regression Invalidity. Journal of Business and Economic Statistics, 37 (3). pp. 528-541. DOI https://doi.org/10.1080/07350015.2017.1385467

Santos Silva, Joao M C (2001) Influence Diagnostics and Estimation Algorithms for Powell's SCLS. Journal of Business and Economic Statistics, 19 (1). pp. 55-62.