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Astill, S., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2024). . Journal of Applied Econometrics. 40 (1), 37-56

Harvey, DI., Leybourne, SJ., Taylor, AMR. and Zu, Y., (2024). . Journal of Time Series Analysis

Astill, S., Harvey, DI., Leybourne, SJ., Taylor, AMR. and Zu, Y., (2023). . Journal of Financial Econometrics. 21 (1), 187-227

Astill, S., Taylor, AMR., Kellard, N. and Korkos, I., (2023). . Journal of Empirical Finance. 70, 342-366

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2023). . Econometric Reviews. 42 (9-10), 834-861

Boswijk, HP., Cavaliere, G., De Angelis, L. and Taylor, AMR., (2023). . Econometric Reviews. 42 (9-10), 725-757

Andersen, TG., Taylor, R., Timmermann, A. and Xiu, D., (2023). Predictive modeling of financial data. Journal of Econometrics. 237 (2), 105496-105496

Taylor, R., (2023). Editorial announcement. Journal of Time Series Analysis. 44 (4), 335-335

Maasoumi, E. and Taylor, R., (2023). In memory of Michael McAleer: special issue of Econometric Reviews. Econometric Reviews. 42 (9-10), 700-702

Taylor, R., (2023). Editorial Announcement. Journal of Time Series Analysis. 44 (5-6), 439-439

Demetrescu, M., Georgiev, I., Rodrigues, PMM. and Taylor, AMR., (2022). . Journal of Econometrics. 227 (1), 85-113

Cavaliere, G., 脴rregaard Nielsen, M. and Taylor, AMR., (2022). . Journal of Business and Economic Statistics. 40 (1), 50-65

Iacone, F., 脴rregaard Nielsen, M. and Taylor, AMR., (2022). . Journal of Business and Economic Statistics. 40 (2), 880-896

Demetrescu, M., Rodrigues, PMM. and Taylor, AMR., (2022). . Journal of Econometrics. 237 (2), 105316-105316

Demetrescu, M., Georgiev, I., Rodrigues, PMM. and Taylor, AMR., (2022). . Journal of Econometrics. 237 (2), 105271-105271

Harvey, DI., Leybourne, SJ., Sollis, R. and Taylor, AMR., (2021). . Journal of Applied Econometrics. 36 (1), 45-70

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2021). . Journal of Econometrics. 224 (1), 198-214

Balboa, M., Rodrigues, PMM., Rubia, A. and Taylor, AMR., (2021). . Journal of Applied Econometrics. 36 (5), 544-565

Kapetanios, G., Papailias, F. and Taylor, AMR., (2021). Corrigendum to 鈥淎 Generalised Fractional Differencing Bootstrap for Long Memory Processes鈥� Journal of Time Series Analysis 40: 467鈥�492 (2019) DOI: 10.1111/jtsa.12460. Journal of Time Series Analysis. 42 (4), 492-492

Taylor, R., (2021). Editorial Announcement. Journal of Time Series Analysis. 42 (2), 139-139

Taylor, R., (2021). Editorial announcement: Journal of Time Series Analysis Distinguished Authors 2020. Journal of Time Series Analysis. 42 (1), 3-3

Chambers, MJ. and Taylor, AMR., (2020). . Journal of Time Series Analysis. 41 (1), 134-145

Harris, D., Kew, H. and Taylor, AMR., (2020). . Journal of Econometrics. 219 (2), 354-388

(2020). Publish your next paper open access in Journal of Time Series Analysis. Journal of Time Series Analysis. 41 (4), 491-491

Cavaliere, G., Skrobotov, A. and Taylor, AMR., (2019). . Econometric Reviews. 38 (5), 509-532

Georgiev, I., Harvey, DI., Taylor, AMR. and Leybourne, SJ., (2019). . Journal of Business and Economic Statistics. 37 (3), 528-541

Iacone, F., Leybourne, SJ. and Taylor, AMR., (2019). . Econometric Theory. 35 (6), 1201-1233

del Barrio Castro, T., Rodrigues, PMM. and Taylor, AMR., (2019). . Journal of Time Series Analysis. 40 (6), 872-886

Kapetanios, G., Papailias, F. and Taylor, AMR., (2019). . Journal of Time Series Analysis. 40 (4), 467-492

Cavaliere, G., De Angelis, L., Rahbek, A. and Taylor, AMR., (2018). . Econometric Theory. 34 (02), 349-382

Cavaliere, G., Georgiev, I. and Taylor, AMR., (2018). . Econometric Theory. 34 (02), 302-348

del Barrio Castro, T., Rodrigues, PMM. and Taylor, AMR., (2018). . Econometric Theory. 34 (02), 447-476

Taylor, AM., (2018). Editorial, January 2018. Journal of Time Series Analysis. 39 (1), 3-3

Jansson, M. and Taylor, R., (2018). SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PROFESSOR RICHARD J. SMITH: GUEST EDITORS鈥� INTRODUCTION. Econometric Theory. 34 (2), 247-252

Astill, S. and Taylor, AMR., (2018). . The Econometrics Journal. 21 (3), 277-297

Astill, S., Harvey, D., Leybourne, S., Sollis, R. and Taylor, AMR., (2018). . Journal of Time Series Analysis. 39 (6), 863-891

Taylor, R., (2018). Editorial, September 2018. Journal of Time Series Analysis. 39 (5), 639-639

Leybourne, S. and Taylor, R., (2018). Special Issue of the Journal of Time Series Analysis In Honour of Professor Paul Newbold: Guest Editors' Introduction. Journal of Time Series Analysis. 39 (6), 814-815

Georgiev, I., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2018). . Journal of Econometrics. 204 (1), 101-118

Astill, S., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2017). . Econometric Reviews. 36 (6-9), 651-666

Cavaliere, G., Nielsen, M脴. and Taylor, AMR., (2017). . Journal of Econometrics. 198 (1), 165-188

Georgiev, I., Rodrigues, PMM. and Taylor, AMR., (2017). . Journal of Time Series Analysis. 38 (5), 733-768

Iacone, F., Leybourne, SJ. and Taylor, AMR., (2017). . Journal of Time Series Econometrics. 9 (1)

Boswijk, P., Hallin, M., Li, D., Politis, DN. and Taylor, AMR., (2017). . Econometrics and Statistics

Boswijk, P., Hallin, M., Li, D., Politis, DN. and Taylor, R., (2017). Special issue on time series econometrics. Econometrics and Statistics. 4, 1-2

Kellard, N. and Taylor, AMR., (2016). Special issue of the Journal of Empirical Finance Guest Editors' introduction. Journal of Empirical Finance. 38 (Part B), 513-515

Cavaliere, G., Georgiev, I. and Taylor, AMR., (2016). . Annals of Statistics. 44 (4), 1467-1494

Boswijk, HP., Cavaliere, G., Rahbek, A. and Taylor, AMR., (2016). . Journal of Econometrics. 192 (1), 64-85

Harris, D., Leybourne, SJ. and Taylor, AMR., (2016). . Journal of Econometrics. 192 (2), 451-467

Harvey, DI., Leybourne, SJ., Sollis, R. and Taylor, AMR., (2016). . Journal of Empirical Finance. 38 (Pt.B), 548-574

del Barrio Castro, T., Osborn, DR. and Taylor, AMR., (2016). . Econometric Reviews. 35 (1), 122-168

Boswijk, HP., Francq, C., Hallin, M. and Taylor, R., (2016). Special issue on Time Series Econometrics. Computational Statistics & Data Analysis. 100, 631-632

Boswijk, P., Francq, C., Hallin, M. and Taylor, AMR., (2016). . Computational Statistics & Data Analysis. 100, 631-632

Astill, S., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2015). . Oxford Bulletin of Economics and Statistics. 77 (6), 780-799

Cavaliere, G., Nielsen, M脴. and Taylor, AMR., (2015). . Journal of Econometrics. 187 (2), 557-579

Cavaliere, G., Taylor, AMR. and Trenkler, C., (2015). . Oxford Bulletin of Economics and Statistics. 77 (5), 740-759

Cavaliere, G., Harvey, DI., Leybourne, SJ. and Robert Taylor, AM., (2015). . Journal of Time Series Analysis. 36 (5), 603-629

Del Barrio Castro, T., Rodrigues, PMM. and Taylor, AMR., (2015). . Oxford Bulletin of Economics and Statistics. 77 (4), 495-511

Cavaliere, G., Rahbek, A. and Robert Taylor, AM., (2015). . Journal of Time Series Analysis. 36 (3), 272-289

Cavaliere, G., Angelis, LD., Rahbek, A. and Robert Taylor, AM., (2015). . Oxford Bulletin of Economics and Statistics. 77 (1), 106-128

Cavaliere, G., Phillips, PCB., Smeekes, S. and Taylor, AMR., (2015). . Econometric Reviews. 34 (4), 512-536

Astill, S., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2014). . Journal of Empirical Finance. 29 (C), 168-185

Chambers, MJ., Ercolani, JS. and Taylor, AMR., (2014). . Journal of Econometrics. 178 (PART 2), 243-258

Iacone, F., Leybourne, SJ. and Robert Taylor, AM., (2014). . Journal of Time Series Analysis. 35 (1), 40-54

Cavaliere, G., Rahbek, A. and Robert Taylor, AM., (2014). . Econometric Reviews. 33 (5-6), 606-650

Harvey, DI., Leybourne, SJ. and Robert Taylor, AM., (2014). . Oxford Bulletin of Economics and Statistics. 76 (1), 93-111

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2014). . Computational Statistics & Data Analysis. 78, 235-242

Cavaliere, G., Phillips, PCB., Smeekes, S. and Taylor, AMR., (2014). Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility. Econometric Reviews, creators-Taylor=3AA_M_Robert=3A=3A

Chambers, MJ., Ercolani, JS. and Taylor, AMR., (2014). . Journal of Econometrics. 178 (Pt 2), 243-258

Kontoghiorghes, EJ., Van Dijk, HK., Belsley, DA., Bollerslev, T., Diebold, FX., Dufour, J-M., Engle, R., Harvey, A., Koopman, SJ., Pesaran, H., Phillips, PCB., Smith, RJ., West, M., Yao, Q., Amendola, A., Billio, M., Chen, CWS., Chiarella, C., Colubi, A., Deistler, M., Francq, C., Hallin, M., Jacquier, E., Judd, K., Koop, G., L眉tkepohl, H., MacKinnon, JG., Mittnik, S., Omori, Y., Pollock, DSG., Proietti, T., Rombouts, JVK., Scaillet, O., Semmler, W., So, MKP., Steel, M., Taylor, R., Tzavalis, E., Zakoian, J-M., Boswijk, HP., Luati, A. and Maheu, J., (2014). CFEnetwork: The Annals of Computational and Financial Econometrics. Computational Statistics & Data Analysis. 76, 1-3

Astill, S., Harvey, DI. and Taylor, AMR., (2013). . Journal of Time Series Analysis. 34 (4), 454-465

Castro, TDB., Rodrigues, PMM. and Taylor, AMR., (2013). . Econometric Theory. 29 (6), 1289-1313

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2013). . Journal of Econometrics. 177 (2), 265-284

Iacone, F., Leybourne, SJ. and Robert Taylor, AM., (2013). . Journal of Econometrics. 176 (1), 30-45

Iacone, F., Leybourne, SJ. and Taylor, AMR., (2013). . Econometric Theory. 29 (2), 393-418

Cavaliere, G., Taylor, AMR. and Trenkler, C., (2013). . Econometric Reviews. 32 (7), 814-847

Cavaliere, G., Georgiev, I. and Robert Taylor, AM., (2013). . Econometric Reviews. 32 (2), 204-219

Castro, TDB., Rodrigues, PMM. and Taylor, AMR., (2013). The Impact of Persistent Cycles on Zero Frequency Unit Root Tests. Econometric Theory. 29 (06), 1289-1313

Iacone, F., Leybourne, SJ. and Taylor, AMR., (2013). On the Behaviour of fixed-b Trend Break Tests under Fractional Integration. Econometric Theory. 29 (02), 393-418

Taylor, R., (2013). Editorial Announcement. Journal of Time Series Analysis. 34 (6), 605-605

Taylor, R., (2013). Editorial. Journal of Time Series Analysis. 34 (2), 139-140

Castro, TDB., Osborn, DR. and Taylor, AMR., (2012). ON AUGMENTED HEGY TESTS FOR SEASONAL UNIT ROOTS. Econometric Theory. 28 (5), 1121-1143

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2012). Testing for unit roots in the presence of uncertainty over both the trend and initial condition. Journal of Econometrics. 169 (2), 188-195

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2012). . Journal of Econometrics. 167 (1), 140-167

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2012). Corrigendum to 鈥淢odified tests for a change in persistence鈥� [J. Econom. 134 (2006) 441鈥�469]. Journal of Econometrics. 168 (2), 407-407

Smeekes, S. and Taylor, AMR., (2012). BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY. Econometric Theory. 28 (2), 422-456

(2012). . Econometrica. 80 (4), 1721-1740

Harvey, DI., Leybourne, SJ. and Robert Taylor, AM., (2011). Testing for Unit Roots and the Impact of Quadratic Trends, with an Application to Relative Primary Commodity Prices. Econometric Reviews. 30 (5), 514-547

Cavaliere, G., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2011). TESTING FOR UNIT ROOTS IN THE PRESENCE OF A POSSIBLE BREAK IN TREND AND NONSTATIONARY VOLATILITY. Econometric Theory. 27 (5), 957-991

Taylor, AMR. and Vogelsang, TJ., (2011). SPECIAL ISSUE OF ECONOMETRIC THEORY ON BOOTSTRAP AND NUMERICAL METHODS IN TIME SERIES: GUEST EDITORS鈥� INTRODUCTION. Econometric Theory. 27 (5), 929-932

Cavaliere, G., Rahbek, A. and Taylor, AMR., (2010). . Journal of Econometrics. 158 (1), 7-24

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2010). . Journal of Econometrics. 157 (2), 342-358

Cavaliere, G., Rahbek, A. and Taylor, AMR., (2010). COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY. Econometric Theory. 26 (6), 1719-1760

Chambers, MJ., Phillips, PCB. and Taylor, AMR., (2009). . Econometric Theory. 25 (4), 891-900

Cavaliere, G. and Taylor, AMR., (2009). HETEROSKEDASTIC TIME SERIES WITH A UNIT ROOT. Econometric Theory. 25 (5), 1228-1276

Cavaliere, G. and Robert Taylor, AM., (2009). BootstrapMUnit Root Tests. Econometric Reviews. 28 (5), 393-421

Cavaliere, G. and Taylor, AMR., (2009). A Note on Testing Covariance Stationarity. Econometric Reviews. 28 (4), 364-371

Harris, D., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2009). TESTING FOR A UNIT ROOT IN THE PRESENCE OF A POSSIBLE BREAK IN TREND. Econometric Theory. 25 (6), 1545-1588

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2009). UNIT ROOT TESTING IN PRACTICE: DEALING WITH UNCERTAINTY OVER THE TREND AND INITIAL CONDITION. Econometric Theory. 25 (3), 587-636

Leybourne, S. and Taylor, AMR., (2009). SPECIAL ISSUE OF ECONOMETRIC THEORY IN HONOR OF PAUL NEWBOLD: GUEST EDITORS鈥� INTRODUCTION. Econometric Theory. 25 (6), 1451-1456

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2009). SIMPLE, ROBUST, AND POWERFUL TESTS OF THE BREAKING TREND HYPOTHESIS. Econometric Theory. 25 (4), 995-1029

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2009). REJOINDER. Econometric Theory. 25 (3), 658-667

Smith, RJ., Taylor, AMR. and del Barrio Castro, T., (2009). REGRESSION-BASED SEASONAL UNIT ROOT TESTS. Econometric Theory. 25 (2), 527-560

Chambers, MJ., Phillips, PCB. and Taylor, AMR., (2009). Econometric Theory Special Issue, Memorial To Albert Rex Bergstrom - Introduction. Econometric Theory. 25 (04), 891-900

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2008). Seasonal unit root tests and the role of initial conditions. Econometrics Journal. 11 (3), 409-442

Cavaliere, G. and Taylor, AMR., (2008). Testing for a change in persistence in the presence of non-stationary volatility. Journal of Econometrics. 147 (1), 84-98

Cavaliere, G. and Taylor, AMR., (2008). BOOTSTRAP UNIT ROOT TESTS FOR TIME SERIES WITH NONSTATIONARY VOLATILITY. Econometric Theory. 24 (01), 43-71

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2008). Erratum to 鈥淎 simple, robust and powerful test of the trend hypothesis鈥� [Journal of Econometrics 141(2) (2007) 1302鈥�1330]. Journal of Econometrics. 143 (2), 396-397

Cavaliere, G. and Taylor, AMR., (2007). Testing for unit roots in time series models with non-stationary volatility. Journal of Econometrics. 140 (2), 919-947

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2007). A simple, robust and powerful test of the trend hypothesis. Journal of Econometrics. 141 (2), 1302-1330

Rodrigues, PMM. and Taylor, AMR., (2007). Efficient tests of the seasonal unit root hypothesis. Journal of Econometrics. 141 (2), 548-573

Leybourne, S., Kim, T-H. and Taylor, AMR., (2007). Detecting Multiple Changes in Persistence. Studies in Nonlinear Dynamics & Econometrics. 11 (3)

Leybourne, S., Taylor, R. and Kim, T., (2007). CUSUM of Squares鈥怋ased Tests for a Change in Persistence. Journal of Time Series Analysis. 28 (3), 408-433

Leybourne, SJ., Kim, T. and Robert Taylor, AM., (2006). Regression鈥恇ased Tests for a Change in Persistence*. Oxford Bulletin of Economics and Statistics. 68 (5), 595-621

Leybourne, SJ. and Taylor, AMR., (2006). Persistence change tests and shifting stable autoregressions. Economics Letters. 91 (1), 44-49

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2006). Modified tests for a change in persistence. Journal of Econometrics. 134 (2), 441-469

Cavaliere, G. and Robert Taylor, AM., (2006). Testing for a Change in Persistence in the Presence of a Volatility Shift*. Oxford Bulletin of Economics and Statistics. 68 (s1), 761-781

Cavaliere, G. and Robert Taylor, AM., (2006). Testing the Null of Co鈥恑ntegration in the Presence of Variance Breaks. Journal of Time Series Analysis. 27 (4), 613-636

Burridge, P. and Robert Taylor, AM., (2006). Additive Outlier Detection Via Extreme鈥怴alue Theory. Journal of Time Series Analysis. 27 (5), 685-701

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2006). On Robust Trend Function Hypothesis Testing. Studies in Nonlinear Dynamics & Econometrics. 10 (1), 1-27

Taylor, AMR., (2005). Fluctuation Tests for a Change in Persistence*. Oxford Bulletin of Economics and Statistics. 67 (2), 207-230

Taylor, AMR., (2005). Variance ratio tests of the seasonal unit root hypothesis. Journal of Econometrics. 124 (1), 33-54

Robert Taylor, AM., (2005). On the use of Sub鈥恠ample Unit Root Tests to Detect Changes in Persistence. Journal of Time Series Analysis. 26 (5), 759-778

Cavaliere, G. and Taylor, AMR., (2005). STATIONARITY TESTS UNDER TIME-VARYING SECOND MOMENTS. Econometric Theory. 21 (06), 1112-1129

Busetti, F. and Taylor, AMR., (2005). STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER. Econometric Theory. 21 (04), 757-794

Taylor, AMR., (2005). On the limiting behaviour of augmented seasonal unit root tests. Economics Bulletin. 3 (1)

Leybourne, S. and Taylor, AMR., (2004). On tests for changes in persistence. Economics Letters. 84 (1), 107-115

Burridge, P. and Robert Taylor, AM., (2004). Bootstrapping the HEGY seasonal unit root tests. Journal of Econometrics. 123 (1), 67-87

Busetti, F. and Taylor, AMR., (2004). Tests of stationarity against a change in persistence. Journal of Econometrics. 123 (1), 33-66

Rodrigues, PMM. and Taylor, AMR., (2004). ON TESTS FOR DOUBLE DIFFERENCING: METHODS OF DEMEANING AND DETRENDING AND THE ROLE OF INITIAL VALUES. Econometric Theory. 20 (01), 95-115

Rodrigues, PMM. and Taylor, AMR., (2004). ASYMPTOTIC DISTRIBUTIONS FOR REGRESSION-BASED SEASONAL UNIT ROOT TEST STATISTICS IN A NEAR-INTEGRATED MODEL. Econometric Theory. 20 (04), 645-670

Rodrigues, PMM. and Taylor, AMR., (2004). Alternative estimators and unit root tests for seasonal autoregressive processes. Journal of Econometrics. 120 (1), 35-73

Robert Taylor, AM., (2003). Robust Stationarity Tests in Seasonal Time Series Processes. Journal of Business & Economic Statistics. 21 (1), 156-163

Busetti, F. and Taylor, AMR., (2003). Variance Shifts, Structural Breaks, and Stationarity Tests. Journal of Business & Economic Statistics. 21 (4), 510-531

Busetti, F. and Taylor, AMR., (2003). Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots. Journal of Econometrics. 117 (1), 21-53

TAYLOR, AMR., (2003). Locally Optimal Tests Against Unit Roots in Seasonal Time Series Processes. Journal of Time Series Analysis. 24 (5), 591-612

Taylor, AMR., (2003). ON THE ASYMPTOTIC PROPERTIES OF SOME SEASONAL UNIT ROOT TESTS. Econometric Theory. 19 (02), 311-321

Breitung, J. and Taylor, AMR., (2003). Corrigendum to 鈥淣onparametric tests for unit roots and cointegration鈥� [J. Econom. 108 (2002) 343鈥�363]. Journal of Econometrics. 117 (2), 401-404

Taylor, AMR., (2002). Regression-Based Unit Root Tests With Recursive Mean Adjustment for Seasonal and Nonseasonal Time Series. Journal of Business & Economic Statistics. 20 (2), 269-281

Robert Taylor, AM. and van Dijk, D., (2002). Can Tests for Stochastic Unit Roots Provide Useful Portmanteau Tests for Persistence?*. Oxford Bulletin of Economics and Statistics. 64 (4), 381-397

Burridge, P. and Taylor, AMR., (2001). On regression-based tests for seasonal unit roots in the presence of periodic heteroscedasticity. Journal of Econometrics. 104 (1), 91-117

Smith, RJ. and Robert Taylor, AM., (2001). Recursive and rolling regression-based tests of the seasonal unit root hypothesis. Journal of Econometrics. 105 (2), 309-336

Burridge, P. and Taylor, AMR., (2001). On the Properties of Regression-Based Tests for Seasonal Unit Roots in the Presence of Higher-Order Serial Correlation. Journal of Business & Economic Statistics. 19 (3), 374-379

Taylor, AMR. and Smith, RJ., (2001). Tests of the Seasonal Unit-Root Hypothesis Against Heteroscedastic Seasonal Integration. Journal of Business & Economic Statistics. 19 (2), 192-207

Burridge, P. and Taylor, AMR., (2000). On the Power of GLS鈥怲ype Unit Root Tests. Oxford Bulletin of Economics and Statistics. 62 (5), 633-645

Taylor, AMR., (2000). The Finite Sample Effects of Deterministic Variables on Conventional Methods of Lag鈥恠election in Unit Root Tests. Oxford Bulletin of Economics and Statistics. 62 (2), 293-304

Abadir, KM. and Taylor, AMR., (1999). On the Definitions of (Co鈥�)integration. Journal of Time Series Analysis. 20 (2), 129-137

Smith, RJ. and Taylor, AMR., (1999). Likelihood Ratio Tests for Seasonal Unit Roots. Journal of Time Series Analysis. 20 (4), 453-476

Taylor, AMR. and Leybourne, SJ., (1999). Detecting Seasonal Unit Roots: an Approach Based on the Sample Autocorrelation Function. The Manchester School. 67 (3), 261-286

Smith, RJ. and Taylor, AMR., (1998). Additional critical values and asymptotic representations for seasonal unit root tests. Journal of Econometrics. 85 (2), 269-288

Taylor, AMR., (1998). Testing for Unit Roots in Monthly Time Series. Journal of Time Series Analysis. 19 (3), 349-368

Taylor, AMR., (1997). On the practical problems of computing seasonal unit root tests. International Journal of Forecasting. 13 (3), 307-318

Taylor, AMR. and Dixon, HD., (1997). Introduction. The Economic Journal. 107 (440), 165-168

Taylor, AMR., (1996). Linear Combinations of Stationary Processes. Econometric Theory. 12 (5), 869-869

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2023).

Demetrescu, M., Georgiev, I., Rodrigues, PMM. and Taylor, AMR., (2022).

Astill, S., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2022).

Demetrescu, M., Rodrigues, PMM. and Taylor, AMR., (2022).

Boswijk, HP., Cavaliere, G., De Angelis, L. and Taylor, AMR., (2022).

Balboa, M., Rodrigues, PMM., Rubia, A. and Taylor, AMR., (2021).

Iacone, F., 脴rregaard Nielsen, M. and Taylor, AMR., (2021).

Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2021).

Cavaliere, G., 脴rregaard Nielsen, M. and Taylor, AMR., (2020).

Harvey, DI., Leybourne, SJ., Sollis, R. and Taylor, AMR., (2020).

Harris, D., Kew, H. and Taylor, AMR., (2019).

del Barrio Castro, T., Rodrigues, PMM. and Taylor, AMR., (2019).

Chambers, MJ. and Taylor, AMR., (2019).

Kapetanios, G., Papailias, F. and Taylor, AMR., (2019).

Demetrescu, M., Georgiev, I., Rodrigues, PMM. and Taylor, AMR., (2019).

Georgiev, I., Harvey, DI., Leybourne, SJ. and Taylor, AMR., (2018).

Georgiev, I., Harvey, DI., Leybourne, SJ. and Taylor, AM., (2018).

Astill, S. and Taylor, AMR., (2018).

Chambers, MJ. and Taylor, AMR., (2018).

Harvey, DI., Leybourne, SJ., Sollis, R. and Taylor, AMR., (2018).

Iacone, F., Leybourne, SJ. and Taylor, AMR., (2017).

Georgiev, I., Rodrigues, PMM. and Taylor, AMR., (2017).

Cavaliere, G., De Angelis, L., Rahbek, A. and Taylor, AMR., (2016).

Harris, D., Leybourne, SJ. and Taylor, AMR., (2016).

Del Barrio Castro, T., Rodrigues, PMM. and Taylor, AMR., (2015).