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Robust Tests for Deterministic Seasonality and Seasonal Mean Shifts,
Sam Astill and AM Robert Taylor,
from University of Essex, Essex Business School
(2018)
Keywords: Seasonality; Seasonal Level Breaks; Seasonal Unit Roots; Robust Tests
Time-Varying Parameters in Continuous and Discrete Time,
Marcus Chambers and AM Robert Taylor,
from University of Essex, Essex Business School
(2018)
Keywords: Time-varying parameters, continuous and discrete time, autoregression, trendbreak, unit root, persistence change, explosive bubbles, random coeffcient models
Annals issue of Journal of Econometrics “Recent Advances in Time Series Econometrics” Guest Editors’ introduction,
Graham Elliott and AM Robert Taylor,
from Department of Economics, UC San Diego
(2014)
Keywords: Statistics, Applied Economics, Econometrics
Deterministic Parameter Change Models in Continuous and Discrete Time,
Marcus Chambers and AM Robert Taylor,
from University of Essex, Essex Business School
(2019)
Detecting Regimes of Predictability in the U.S. Equity Premium,
David Harvey, Stephen Leybourne, Robert Sollis and AM Robert Taylor,
from University of Essex, Essex Business School
(2018)
Level Shift Estimation in the Presence of Non-stationary Volatility with an Application to the Unit Root Testing Problem,
David Harris, Hsein Kew and AM Robert Taylor,
from University of Essex, Essex Business School
(2019)
Keywords: Level break fraction; non-stationary volatility; adaptive estimation; feasible weighted estimator,; information criteria; unit root tests and trend breaks.
Simple Tests for Stock Return Predictability with Good Size and Power Properties,
David Harvey, Stephen J Leybourne and AM Robert Taylor,
from University of Essex, Essex Business School
(2021)
Keywords: predictive regression; persistence; endogeneity; quasi-GLS demeaning; unit root test; hybrid statistic
Improved Tests for Stock Return Predictability,
David I Harvey, Stephen J Leybourne and AM Robert Taylor,
from University of Essex, Essex Business School
(2023)
Keywords: predictive regression; augmented regression; persistence; endogeneity; weighted statistics
Testing the Order of Fractional Integration of a Time Series in the Possible Presence of a Trend Break at an Unknown Point,
Fabrizio Iacone, Stephen Leybourne and AM Robert Taylor,
from University of Essex, Essex Business School
(2017)
Keywords: Fractional integration; trend break; Lagrange multiplier test; asymptotically locally most powerful test
Temporal aggregation of seasonally near-integrated processes,
Tomás del Barrio Castro, Paulo Rodrigues and AM Robert Taylor,
from University of Essex, Essex Business School
(2019)
Testing for Episodic Predictability in Stock Returns,
Matei Demetrescu, Iliyan Georgiev, Paulo Rodrigues and AM Robert Taylor,
from University of Essex, Essex Business School
(2019)
Keywords: predictive regression; rolling and recursive IV estimation; persistence; endogeneity; conditional and unconditional heteroskedasticity
Multivariate Fractional Integration Tests allowing for Conditional Heteroskedasticity with an Application to Return Volatility and Trading Volume,
Marina Balboa, Paulo Rodrigues, Antonio Rubia and AM Robert Taylor,
from University of Essex, Essex Business School
(2021)
Extensions to IVX Methods of Inference for Return Predictability,
Matei Demetrescu, Iliyan Georgiev, Paulo Rodrigues and AM Robert Taylor,
from University of Essex, Essex Business School
(2022)
Keywords: Predictive regression; IVX estimation; (Un)conditional heteroskedasticity; Subsample tests; Unknown regressor persistence; Endogeneity; Residual wild bootstrap
Transformed Regression-based Long-Horizon Predictability Tests,
Matei Demetrescu, Paulo Rodrigues and AM Robert Taylor,
from University of Essex, Essex Business School
(2022)
Keywords: long-horizon predictive regression; IVX estimation; (un)conditional heteroskedasticity; unknown regressor persistence; endogeneity; residual augmentation
Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach,
Matei Demetrescu, Paulo Rodrigues and AM Robert Taylor,
from University of Essex, Essex Business School
(2024)
Keywords: Predictive regression, Conditional quantile, Unknown persistence, Endogeneity, Time-varying volatility
A Generalised Fractional Differencing Bootstrap for Long Memory Processes,
George Kapetanios, Fotis Papailias and AM Robert Taylor,
from University of Essex, Essex Business School
(2019)
Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks,
Fabrizio Iacone, Morten Nielsen and AM Robert Taylor,
from University of Essex, Essex Business School
(2021)
Keywords: Fractional integration; level breaks; Lagrange multiplier testing principle; spurious long memory; local Whittle likelihood; conditional heteroskedasticity
Real-Time Detection of Regimes of Predictability in the U.S. Equity Premium,
David Harvey, Stephen J Leybourne, Robert Sollis and AM Robert Taylor,
from University of Essex, Essex Business School
(2020)
Keywords: Predictive regression; persistence; temporary predictability; subsampling; U.S. equity premium
Bonferroni Type Tests for Return Predictability and the Initial Condition,
Sam Astill, David I Harvey, Stephen J Leybourne and AM Robert Taylor,
from University of Essex, Essex Business School
(2022)
Keywords: predictive regression; initial condition; unknown regressor persistence; Bonferroni tests; hybrid tests
Bonferroni-Type Tests for Return Predictability with Possibly Trending Predictors,
Sam Astill, David I Harvey, Stephen J Leybourne and AM Robert Taylor,
from University of Essex, Essex Business School
(2024)
Keywords: predictive regression; linear trend; unknown regressor persistence; Bonferroni tests; hybrid tests; union of rejections
A New Heteroskedasticity-Robust Test for Explosive Bubbles,
David I Harvey, Stephen J Leybourne, AM Robert Taylor and Yang Zu,
from University of Essex, Essex Business School
(2024)
Keywords: Rational bubble; explosive autoregression; time-varying volatility; kernel smoothing; right-tailed unit root testing; union of rejections
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models,
H Peter Boswijk, Giuseppe Cavaliere, Luca De Angelis and AM Robert Taylor,
from University of Essex, Essex Business School
(2022)
Keywords: Co-integration rank; Adaptive estimation; Information criteria; Autoregressive lag length; Non-stationary volatility
Recycling ‘down under’: The evolution of ways of working with one’s heritage,
Robert Morris-Nunn Am,
in Journal of Building Survey, Appraisal & Valuation
(2018)
Keywords: Tasmania, historic buildings, heritage fabric, cultural enrichment
Coalitions of the willing? International backing and British public support for military action,
Robert Johns and Graeme AM Davies,
in Journal of Peace Research
(2014)
Keywords: internationalism; NATO; support for war; United Nations; United States
Testing for Parameter Instability in Predictive Regression Models,
I Georgiev, Di Harvey, Stephen Leybourne and Am Taylor,
from University of Essex, Essex Business School
(2018)
Book Review: History: Unionization and Union Leadership: The Road Haulage Industry,
Robert Taylor,
in ILR Review
(2003)
Compensating Behavior and the Drug Testing of High School Athletes,
Robert Taylor,
in Cato Journal
(1997)
Industrial democracy and the European traditions,
Robert Taylor,
in Transfer: European Review of Labour and Research
(2005)
New Labour and the trade unions,
Robert Taylor,
in Transfer: European Review of Labour and Research
(1997)
Some comments on the Blair/Schroeder “Third Way/Neue Mitte†manifesto,
Robert Taylor,
in Transfer: European Review of Labour and Research
(1999)
Employment, Skills and Human Capital,
Robert Taylor,
in Journal of Economics and Econometrics
(2015)
Keywords: General equilibrium model, human capital, skills, employment, education, wage.
Registered author: Robert Taylor
The New Chinese Consumer: Potential Markets for Foreign Companies,
Robert Taylor,
in Journal of Interdisciplinary Economics
(1995)
The ethic of care versus the ethic of justice: an economic analysis,
Robert Taylor,
in Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics)
(1998)
The Ethic of Care versus the Ethic of Justice: An Economic Analysis,
Robert Taylor,
in Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics)
(1998)
Thermodynamics with Maple,
Robert Taylor,
in Mathematics and Computers in Simulation (MATCOM)
(1998)
A game theoretic model of gun control,
Robert Taylor,
in International Review of Law and Economics
(1995)
Life expectancies recalculated,
Robert Taylor,
in American Journal of Public Health
(1985)
International business in China vis a vis the global economic crisis: introduction,
Robert Taylor,
in Asia Pacific Business Review
(2011)
China's labour legislation: implications for competitiveness,
Robert Taylor,
in Asia Pacific Business Review
(2011)
International business in China vis a vis the global economic crisis: epilogue,
Robert Taylor,
in Asia Pacific Business Review
(2011)
Annual Review Article 1997,
Robert Taylor,
in British Journal of Industrial Relations
(1998)
Looking After The Workers,
Robert Taylor,
in New Economy
(1997)
ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS,
Robert Taylor,
in Econometric Theory
(2003)
On the limiting behaviour of augmented seasonal unit root tests,
Robert Taylor,
in Economics Bulletin
(2005)
Conference in honour of Paul Newbold,
Robert Taylor,
in Economics Bulletin
(2007)
Variance ratio tests of the seasonal unit root hypothesis,
Robert Taylor,
in Journal of Econometrics
(2005)
New Introduction to Multiple Time Series Analysis, Helmut Lutkepohl. Springer-Verlag (2005), ISBN 3-540-40172-5 (hardcover), 149.95 [euro], ISBN 3-540-26239-3 (softcover), 54.95 [euro], 764 pages,
Robert Taylor,
in International Journal of Forecasting
(2007)
On the practical problems of computing seasonal unit root tests,
Robert Taylor,
in International Journal of Forecasting
(1997)
Book Reviews,
Robert Taylor,
in Asia Pacific Business Review
(1997)
A Review of Unit Root Tests in Time Series: Volumes 1 and 2,
Robert Taylor,
in Econometrics Journal
(2013)
Robust Stationarity Tests in Seasonal Time Series Processes,
Robert Taylor,
in Journal of Business & Economic Statistics
(2003)
Regression-Based Unit Root Tests with Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series,
Robert Taylor,
in Journal of Business & Economic Statistics
(2002)
Testing for Unit Roots in Monthly Time Series,
Robert Taylor,
in Journal of Time Series Analysis
(1998)
Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes,
Robert Taylor,
in Journal of Time Series Analysis
(2003)
On the use of Sub‐sample Unit Root Tests to Detect Changes in Persistence,
Robert Taylor,
in Journal of Time Series Analysis
(2005)
Editorial, January 2018,
Robert Taylor,
in Journal of Time Series Analysis
(2018)
Editorial, September 2018,
Robert Taylor,
in Journal of Time Series Analysis
(2018)
Editorial Announcement,
Robert Taylor,
in Journal of Time Series Analysis
(2018)
Editorial Announcement,
Robert Taylor,
in Journal of Time Series Analysis
(2019)
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors,
Robert Taylor,
in Journal of Time Series Analysis
(2020)
Editorial announcement: Journal of Time Series Analysis Distinguished Authors 2020,
Robert Taylor,
in Journal of Time Series Analysis
(2021)
Editorial Announcement,
Robert Taylor,
in Journal of Time Series Analysis
(2021)
Editorial Announcement: Professor Michael McAleer,
Robert Taylor,
in Journal of Time Series Analysis
(2022)
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2021,
Robert Taylor,
in Journal of Time Series Analysis
(2022)
Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2022,
Robert Taylor,
in Journal of Time Series Analysis
(2023)
Editorial announcement,
Robert Taylor,
in Journal of Time Series Analysis
(2023)
Editorial Announcement,
Robert Taylor,
in Journal of Time Series Analysis
(2023)
Call for Papers: Special Issue on Recent Developments in Time Series Methods for Detecting Bubbles and Crashes,
Robert Taylor,
in Journal of Time Series Analysis
(2024)
Editorial,
Robert Taylor,
in Journal of Time Series Analysis
(2013)
Editorial Announcement,
Robert Taylor,
in Journal of Time Series Analysis
(2013)
The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag‐selection in Unit Root Tests,
Robert Taylor,
in Oxford Bulletin of Economics and Statistics
(2000)
Fluctuation Tests for a Change in Persistence,
Robert Taylor,
in Oxford Bulletin of Economics and Statistics
(2005)
A longitudinal analysis of technical communication in research and development,
Robert Taylor,
in The Journal of Technology Transfer
(1977)
Registered author: Robert Taylor
Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning,
Robert Taylor,
from arXiv.org
(2024)
China’s Developing Infrastructure: The Impact of Globalisation,
Robert Taylor,
in Transition Studies Review
(2010)
Keywords: Infrastructure, Transportation, Globalization, Nationwide market, Distribution, R4, O5, F2,
Globalization in crisis: Sino-American rivalry and Asian regional integration,
Robert Taylor,
from Edward Elgar Publishing
(2024)
Keywords: Business and Management, Economics and Finance, Geography, Politics and Public Policy
Mission Difficult…but Not Impossible Making Public-Private Partnerships Work for the Poor,
Robert Taylor,
from The World Bank Group
(2009)
Keywords: Private Sector Development - E-Business Urban Development - Municipal Financial Management Finance and Financial Sector Development - Debt Markets Public Sector Corruption and Anticorruption Measures Public Sector Development
Introduction and Overview,
Robert Taylor,
from Springer
(2022)
Keywords: Sustainable development, Environmental social governance, COVID 19
On the Practical Problems of Computing Seasonal Unit Root Tests: The Case of Non-Durable Consumers' Expenditures,
Robert Taylor,
from Department of Economics, University of York
Additional Critical Values and Asymptotic Representations for Monthly Seasonal Unit Root Tests,
Robert Taylor,
from Department of Economics, University of York
Registered author: Robert Taylor
Workers and the New Depression,
Robert Taylor,
from Palgrave Macmillan
(1982)
China’s Emerging Markets: Investment Strategies of Taiwan’s Companies,
Robert Taylor,
from Palgrave Macmillan
(1999)
Keywords: Chinese Communist Party, Taiwan Strait, Xinhua News Agency, Asian NIEs, Mainland Market
The Unemployment Crisis,
Robert Taylor,
from Palgrave Macmillan
(1982)
Keywords: Labour Market, Unemployment Benefit, Union Leader, Youth Unemployment, Unemployed Worker
The Wages Jungle,
Robert Taylor,
from Palgrave Macmillan
(1982)
Keywords: Trade Union, Collective Bargaining, Unit Labour Cost, Royal Commission, Wage Bargaining
The Productivity Problem,
Robert Taylor,
from Palgrave Macmillan
(1982)
Keywords: Trade Union, Union Leader, Productivity Problem, European Economic Community, Union Official
The Training Scandal,
Robert Taylor,
from Palgrave Macmillan
(1982)
Keywords: Trade Union, Training System, Adult Worker, Transferable Skill, Training Initiative
Inequalities at the Workplace,
Robert Taylor,
from Palgrave Macmillan
(1982)
Keywords: Sickness Absence, Manual Worker, Overtime Working, Industrial Democracy, General Household Survey
Britain’s Strike ‘Problem’,
Robert Taylor,
from Palgrave Macmillan
(1982)
Keywords: Manual Worker, Industrial Relation, Late Sixty, Late Seventy, Industrial Relation System
The Myths of Trade Union Power,
Robert Taylor,
from Palgrave Macmillan
(1982)
Keywords: Trade Union, Industrial Relation, Union Membership, Labour Party, Trade Dispute
Postscript In the Depths of the Slump,
Robert Taylor,
from Palgrave Macmillan
(1982)
Keywords: Labour Market, Collective Bargaining, Manual Worker, Industrial Relation, Metal Manufacturing
Chinese Macroeconomic Reforms and the Japanese Model: Implications for Japanese Companies,
Robert Taylor,
from Palgrave Macmillan
(1997)
Keywords: Foreign Investment, Joint Venturis, Chinese Communist Party, Social Security System, State Enterprise
IMPLICATIONS OF CHANGING FARM POLICY FOR THE SOUTH: DISCUSSION,
C. Robert Taylor,
in Journal of Agricultural and Applied Economics
(1998)
Keywords: Agricultural and Food Policy
QUALITY OF PROFESSIONAL LIFE - NINE MONTH APPOINTMENTS: DISCUSSION,
C. Robert Taylor,
in Journal of Agricultural and Applied Economics
(1993)
Keywords: Teaching/Communication/Extension/Profession
The Nature of Benefits and Costs of Use of Pest Control Methods,
Robert C. Taylor,
from American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association)
(1980)
Keywords: Institutional and Behavioral Economics
How to Liven Up Instruction,
Robert W. Taylor,
from University of Kentucky, Department of Agricultural Economics
(1992)
Keywords: Teaching/Communication/Extension/Profession
DUALITY, OPTIMIZATION, AND MICROECONOMIC THEORY: PITFALLS FOR THE APPLIED RESEARCHER,
C. Robert Taylor,
in Western Journal of Agricultural Economics
(1989)
Keywords: Research Methods/ Statistical Methods
A FLEXIBLE METHOD FOR EMPIRICALLY ESTIMATING PROBABILITY FUNCTIONS,
C. Robert Taylor,
in Western Journal of Agricultural Economics
(1984)
Keywords: Research Methods/ Statistical Methods