Browsing All of EconStor by Author Taylor, A. M. Robert
Showing results 1 to 4 of 4
| Year of Publication | Title | Author(s) |
| 2013 | Bootstrap Co-integration Rank Testing: The Effect of Bias-Correcting Parameter Estimates | Cavaliere, Giuseppe; Taylor, A. M. Robert; Trenkler, Carsten |
| 2013 | Inference on Co-integration Parameters in Heteroskedastic Vector Autoregressions | Boswijk, H. Peter; Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert |
| 2013 | Bootstrap Score Tests for Fractional Integration in Heteroskedastic ARFIMA Models, with an Application to Price Dynamics in Commodity Spot and Futures Markets | Cavalierea, Giuseppe; Ørregard Nielsen, Morten; Taylor, A. M. Robert |
| 2014 | Quasi-maximum likelihood estimation of heteroskedastic fractional time series models | Cavaliere, Giuseppe; Nielsen, Morten Ørregaard; Taylor, A. M. Robert |
