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Authors: Cavaliere, Giuseppe Phillips, Peter C B Smeekes, Stephan Taylor, A M Robert

Citation: Cavaliere, Giuseppe et al., Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility, Econometric reviews , 34(4), 2015, pp. 512-536

Authors: Astill, Sam Harvey, David I Leybourne, Stephen J Taylor, A M Robert

Citation: Astill, Sam et al., Tests for an end-of-sample bubble in financial time series, Econometric reviews , 36(6-9), 2017, pp. 651-666

Authors: Cavaliere, Giuseppe Taylor, A M Robert Trenkler, Carsten

Citation: Cavaliere, Giuseppe et al., Bootstrap Cointegration Rank Testing: The Role of Deterministic Variables and Initial Values in the Bootstrap Recursion, Econometric reviews , 32(7), 2013, pp. 814-847