Items where authors include "Taylor, A. M. Robert"

Article

Iacone, Fabrizio orcid.org/0000-0002-2681-9036, Nielsen, Morten and Taylor, A. M. Robert (2021) Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks. Journal of Business and Economic Statistics. pp. 880-896. ISSN 0735-0015

Iacone, Fabrizio orcid.org/0000-0002-2681-9036, Leybourne, Stephen J. and Taylor, A. M. Robert (2019) Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point. Econometric Theory. 1201–1233. ISSN 0266-4666