Journal of Econometrics, 0304-4076

Journal

Publications

  1. 2014
  2. Published

    Inference on stochastic time-varying coefficient models

    Tony Yates, 1 Mar 2014, In : Journal of Econometrics. 179, 1, p. 46-65

    Research output: Contribution to journalArticle

  3. 2013
  4. Published
  5. 2005
  6. Published

    Modelling structural breaks, long memory and stock market volatility: an overview

    Anindya Banerjee, 1 Nov 2005, In : Journal of Econometrics. 129, p. 1-34 34 p.

    Research output: Contribution to journalArticle

  7. 2004
  8. Published

    Alternative Estimators and Unit Root Tests for Seasonal Autoregressive Processes

    Robert Taylor, 1 Jan 2004, In : Journal of Econometrics. 120, p. 35-73 39 p.

    Research output: Contribution to journalArticle

  9. Published

    Bootstrapping the HEGY Seasonal Unit Root Tests

    Robert Taylor, 1 Jan 2004, In : Journal of Econometrics. 123, p. 67-87 21 p.

    Research output: Contribution to journalArticle

  10. Published

    Tests of Stationarity Against a Change in Persistence

    Robert Taylor, 1 Jan 2004, In : Journal of Econometrics. 123, p. 33-36 4 p.

    Research output: Contribution to journalArticle

  11. 2003
  12. Published

    Nonparametric Tests for Unit Roots and Cointegration

    Robert Taylor, 1 Dec 2003, In : Journal of Econometrics. 117, p. 401-404 4 p.

    Research output: Contribution to journalArticle

  13. Published
  14. 2001
  15. Published

    Recursive and Rolling Regression-Bases Tests of the Seasonal Unit Root Hypothesis

    Robert Taylor, 1 Dec 2001, In : Journal of Econometrics. 105, 2, p. 309-336 28 p.

    Research output: Contribution to journalArticle

  16. Published