A. M. Taylor

发表

Transformed regression-based long-horizon predictability tests

M. Demetrescu, P. M. Rodrigues, A. M. Taylor, 2022, Journal of Econometrics.

Variance ratio tests of the seasonal unit root hypothesis

A. M. Taylor, 2005 .

On the Use of Sub-Sample Unit Root Tests to Detect Changes in Persistence

A. M. Taylor, 2005 .

Harvey, David I. and Leybourne, Stephen J. and Sollis, Robert and Taylor, A.M. Robert (2015) Tests for explosive financial bubbles in the presence of non-

David I. Harvey, S. Leybourne, R. Sollis, 2017 .

Tests for an end-of-sample bubble in financial time series

David I. Harvey, S. Leybourne, A. M. Taylor, 2017 .

Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility

P. Phillips, Giuseppe Cavaliere, Stephan Smeekes, 2012 .

STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER

F. Busetti, A. M. Taylor, 2005, Econometric Theory.

Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots

A. M. Robert Taylor, Fabio Busetti, F. Busetti, 2003 .

An Optimal Test Against a Random Walk Component in a Non-Orthogonal Unobserved Components Model

R. Bailey, A. M. Taylor, A. Taylor, 2002 .

Simple Tests for Stock Return Predictability with Improved Size and Power Properties

David I. Harvey, S. Leybourne, A. M. Taylor, 2020 .

Testing for episodic predictability in stock returns

Iliyan Georgiev, P. Rodrigues, M. Demetrescu, 2020 .