Tests for explosive financial bubbles in the presence of non-stationary volatility von Harvey, David I., Leybourne, Stephen J., Sollis, Robert, Taylor, A.M. Robert

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DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER von Cavaliere, Giuseppe, De Angelis, Luca, Rahbek, Anders, Robert Taylor, A.M.

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Inference on co-integration parameters in heteroskedastic vector autoregressions von Boswijk, H. Peter, Cavaliere, Giuseppe, Rahbek, Anders, Taylor, A.M. Robert

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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets von Cavaliere, Giuseppe, Nielsen, Morten Ørregaard, Taylor, A.M. Robert

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Testing for unit roots in the possible presence of multiple trend breaks using minimum Dickey–Fuller statistics von Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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SEMI-PARAMETRIC SEASONAL UNIT ROOT TESTS von del Barrio Castro, Tomás, Rodrigues, Paulo M.M., Robert Taylor, A.M.

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COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY von Cavaliere, Giuseppe, Rahbek, Anders, Taylor, A.M. Robert

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SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS von Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND von Harris, David, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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Modified tests for a change in persistence von Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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A bootstrap test for additive outliers in non-stationary time series von Astill, Sam, Harvey, David I., Robert Taylor, A. M.

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Transformed regression-based long-horizon predictability tests von Demetrescu, Matei, Rodrigues, Paulo M.M., Taylor, A.M. Robert

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Testing for episodic predictability in stock returns von Demetrescu, Matei, Georgiev, Iliyan, Rodrigues, Paulo M.M., Taylor, A.M. Robert

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BOOTSTRAP DETERMINATION OF THE CO-INTEGRATION RANK IN VECTOR AUTOREGRESSIVE MODELS von Cavaliere, Giuseppe, Rahbek, Anders, Taylor, A. M. Robert

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Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem von Harris, David, Kew, Hsein, Taylor, A.M. Robert

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Extensions to IVX methods of inference for return predictability von Demetrescu, Matei, Georgiev, Iliyan, Rodrigues, Paulo M.M., Taylor, A.M. Robert

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Using covariates to improve the efficacy of univariate bubble detection methods von Astill, Sam, Taylor, A.M. Robert, Kellard, Neil, Korkos, Ioannis

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Testing for parameter instability in predictive regression models von Georgiev, Iliyan, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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Simple tests for stock return predictability with good size and power properties von Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

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Bootstrapping the HEGY seasonal unit root tests von Burridge, Peter, Robert Taylor, A.M.

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