Browsen in EconStor gesamt nach Autor:innen Taylor, A. M. Robert
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Erscheinungsjahr | Titel | Autor:innen |
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 |