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Adaptive Inference in Heteroscedastic Fractional Time Series Models

Journal of business & economic statistics, 2022, Vol.40 (1), p.50-65

2022

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Liquid Thermoelectrics: Review of Recent And Limited New Data of Thermogalvanic Cell Experiments

Nanoscale and microscale thermophysical engineering, 2013-11, Vol.17 (4), p.304-323

2013

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Wild Bootstrap of the Sample Mean in the Infinite Variance Case

Econometric reviews, 2013-02, Vol.32 (2), p.204-219

2013

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Bootstrap M Unit Root Tests

Econometric reviews, 2009-09, Vol.28 (5), p.393-421

2009

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Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models

Econometric reviews, 2014-08, Vol.33 (5-6), p.606-650

2014

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Coupling Contraction-expansion Arrays with Spiral Microchannels to Enhance Microfluidic-Based Particle/Cell Separation

International journal of computational fluid dynamics, 2022-01, Vol.36 (1), p.63-90

2022

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The influence of tumour blood perfusion variability on thermal damage during nanoparticle-assisted thermal therapy

International journal of hyperthermia, 2015-08, Vol.31 (6), p.615-625

2015

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Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices

Econometric reviews, 2011-09, Vol.30 (5), p.514-547

2011

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Role of optical coefficients and healthy tissue-sparing characteristics in gold nanorod-assisted thermal therapy

International journal of hyperthermia, 2013-01, Vol.29 (1), p.87-97

2013

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Performance analysis of a hybrid solar thermoelectric generator

Energy sources. Part A, Recovery, utilization, and environmental effects, 2016-10, Vol.38 (20), p.2977-2984

2016

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Bonferroni Type Tests for Return Predictability and the Initial Condition

Journal of business & economic statistics, 2024-04, Vol.42 (2), p.499-515

2024

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Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks

Journal of business & economic statistics, 2022-04, Vol.40 (2), p.880-896

2022

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Improved tests for stock return predictability

Econometric reviews, 2023-11, Vol.42 (9-10), p.834-861

2023

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A Bootstrap Stationarity Test for Predictive Regression Invalidity

Journal of business & economic statistics, 2019-07, Vol.37 (3), p.528-541

2019

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Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models

Econometric reviews, 2023-11, Vol.42 (9-10), p.725-757

2023

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Variance Shifts, Structural Breaks, and Stationarity Tests

Journal of business & economic statistics, 2003-10, Vol.21 (4), p.510-531

2003

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Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility

Econometric reviews, 2019-05, Vol.38 (5), p.509-532

2019

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

Econometric reviews, 2017-10, Vol.36 (6-9), p.651-666

2017

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

Econometric reviews, 2015-04, Vol.34 (4), p.512-536

2015

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Robust Stationarity Tests in Seasonal Time Series Processes

Journal of business & economic statistics, 2003-01, Vol.21 (1), p.156-163

Robert Taylor, A. M

2003

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The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests

Econometric reviews, 2016-01, Vol.35 (1), p.122-168

2016

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Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series

Journal of business & economic statistics, 2002-04, Vol.20 (2), p.269-281

Taylor, A. M. Robert

2002

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On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation

Journal of business & economic statistics, 2001-07, Vol.19 (3), p.374-379

2001

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Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion

Econometric reviews, 2013-03, Vol.32 (7), p.814-847

2013

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Tests of the Seasonal Unit-Root Hypothesis Against Heteroscedastic Seasonal Integration

Journal of business & economic statistics, 2001-04, Vol.19 (2), p.192-207

2001

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Adaptive Inference in Heteroscedastic Fractional Time Series Models

Liquid Thermoelectrics: Review of Recent And Limited New Data of Thermogalvanic Cell Experiments

Wild Bootstrap of the Sample Mean in the Infinite Variance Case

Bootstrap M Unit Root Tests

Bootstrap Determination of the Co-Integration Rank in Heteroskedastic VAR Models

Coupling Contraction-expansion Arrays with Spiral Microchannels to Enhance Microfluidic-Based Particle/Cell Separation

The influence of tumour blood perfusion variability on thermal damage during nanoparticle-assisted thermal therapy

Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices

Role of optical coefficients and healthy tissue-sparing characteristics in gold nanorod-assisted thermal therapy

Performance analysis of a hybrid solar thermoelectric generator

Bonferroni Type Tests for Return Predictability and the Initial Condition

Semiparametric Tests for the Order of Integration in the Possible Presence of Level Breaks

Improved tests for stock return predictability

A Bootstrap Stationarity Test for Predictive Regression Invalidity

Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models

Variance Shifts, Structural Breaks, and Stationarity Tests

Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility

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

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

Robust Stationarity Tests in Seasonal Time Series Processes

The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests

Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series

On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation

Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion

Tests of the Seasonal Unit-Root Hypothesis Against Heteroscedastic Seasonal Integration

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