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R

Robert Taylor

Harvard University

36H指数
365论文数
4.9K被引数
收录论文 33
发表时间
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Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2025编辑公告：《时间序列分析杂志》2025年度杰出作者
errJournal of Time Series Analysis
IF1
err2026-01-01
err0
PREAI
errTaylor, Robert; Jasiak, Joann; Pena, Daniel; Phillips, Peter C. B.; Zhu, Fukang
err分享
err收藏
Predictive modeling of financial data
errJOURNAL OF ECONOMETRICS
IF4
err2023-12-01
err1
PREAI
errAndersen, Torben G.; Taylor, Robert; Timmermann, Allan; Xiu, Dacheng
err分享
err收藏
Testing for episodic predictability in stock returns
errJOURNAL OF ECONOMETRICS
IF4
err2022-03-01
err12
errOAAI
errDemetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M. M.; Taylor, A. M. Robert
err分享
err收藏
Simple tests for stock return predictability with good size and power properties
errJOURNAL OF ECONOMETRICS
IF4
err2021-09-01
err5
errOAAI
errHarvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert
err分享
err收藏
Level shift estimation in the presence of non-stationary volatility with an application to the unit root testing problem
errJOURNAL OF ECONOMETRICS
IF4
err2020-12-01
err3
errOAAI
errHarris, David; Kew, Hsein; Taylor, A. M. Robert
err分享
err收藏
Robust tests for deterministic seasonality and seasonal mean shifts
errECONOMETRICS JOURNAL
IF7
err2018-09-13
err0
errOAAI
errAstill, S.; Taylor, A. M. R.
err分享
err收藏
Testing for parameter instability in predictive regression models预测回归模型中参数不稳定性的检验
errJOURNAL OF ECONOMETRICS
IF4
err2018-05-01
err20
errOAAI
errGeorgiev, Iliyan; Harvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert
err分享
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New electrical impedance methods for the in situ measurement of the complex permittivity of anisotropic biological tissues
errPHYSICS IN MEDICINE AND BIOLOGY
IF3.4
err2017-11-01
err26
PREAI
errKwon, H.; Nagy, J. A.; Taylor, R.; Rutkove, S. B.; Sanchez, B.
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Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form具有未知形式异方差的分数时间序列模型中的拟最大似然估计和自举推断
errJOURNAL OF ECONOMETRICS
IF4
err2017-05-01
err13
errOAAI
errCavaliere, Giuseppe; Nielsen, Morten Orregaard; Taylor, A. M. Robert
err分享
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SIEVE-BASED INFERENCE FOR INFINITE-VARIANCE LINEAR PROCESSES
errANNALS OF STATISTICS
IF3.7
err2016-08-01
err7
errOAAI
errCavaliere, Giuseppe; Georgiev, Iliyan; Taylor, A. M. Robert
err分享
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Tests of the co-integration rank in VAR models in the presence of a possible break in trend at an unknown point在未知点可能出现趋势突破的情况下，VAR模型中的协整秩检验
errJOURNAL OF ECONOMETRICS
IF4
err2016-06-01
err9
errOAAI
errHarris, David; Leybourne, Stephen J.; Taylor, A. M. Robert
err分享
err收藏
Inference on co-integration parameters in heteroskedastic vector autoregressions
errJOURNAL OF ECONOMETRICS
IF4
err2016-05-01
err22
errOAAI
errBoswijk, H. Peter; Cavaliere, Giuseppe; Rahbek, Anders; Taylor, A. M. Robert
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err收藏
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets异方差ARFIMA模型中分数积分的Bootstrap分数测试，及其在商品现货和期货市场价格动态中的应用
errJOURNAL OF ECONOMETRICS
IF4
err2015-08-01
err15
errOAAI
errCavaliere, Giuseppe; Nielsen, Morten Orregaard; Taylor, A. M. Robert
err分享
err收藏
The Performance of Lag Selection and Detrending Methods for HEGY Seasonal Unit Root Tests
errECONOMETRIC REVIEWS
IF1
err2014-08-13
err17
errOAAI
errdel Barrio Castro, Tomas; Osborn, Denise R.; Taylor, A. M. Robert
err分享
err收藏
Annals issue of Journal of Econometrics Recent Advances in Time Series Econometrics Guest Editors' introduction
errJOURNAL OF ECONOMETRICS
IF4
err2014-01-01
err0
errOAAI
errElliott, Graham; Taylor, A. M. Robert
err分享
err收藏
Testing for seasonal unit roots by frequency domain regression
errJOURNAL OF ECONOMETRICS
IF4
err2014-01-01
err4
errOAAI
errChambers, Marcus J.; Ercolani, Joanne S.; 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
errJOURNAL OF ECONOMETRICS
IF4
err2013-12-01
err37
PREAI
errHarvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert
err分享
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A Review of Unit Root Tests in Time Series: Volumes 1 and 2
errECONOMETRICS JOURNAL
IF7
err2013-11-22
err0
PREAI
errTaylor, Robert
err分享
err收藏
Testing for a break in trend when the order of integration is unknown
errJOURNAL OF ECONOMETRICS
IF4
err2013-09-01
err13
PREAI
errIacone, Fabrizio; Leybourne, Stephen J.; Taylor, A. M. Robert
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Testing for unit roots in the presence of uncertainty over both the trend and initial condition
errJOURNAL OF ECONOMETRICS
IF4
err2012-08-01
err29
errOAAI
errHarvey, David I.; Leybourne, Stephen J.; Taylor, A. M. Robert
err分享
err收藏

研究方向

暂无研究方向
合作学者
合作期刊
A
Allan Timmermann
H 指数: 75 · 论文数: 334
J
Janice A. Nagy
H 指数: 62 · 论文数: 183
T
Torben G. Andersen
H 指数: 60 · 论文数: 208
S
Seward B. Rutkove
H 指数: 57 · 论文数: 527
S
Stephen J. Leybourne
H 指数: 40 · 论文数: 226
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