A. M. Robert Taylor

CFDPs

CFDP 1844 Giuseppe Cavaliere, Peter C. B. Phillips, Stephan Smeekes, A. M. Robert Taylor, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," (January 2012) [35pp, Abstract] [See CFP 1460]

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CFPs

CFP 1460 Giuseppe Cavaliere, Peter C. B. Phillips, Stephan Smeekes, A. M. Robert Taylor, "Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility," Econometric Reviews, (April 2015), 34(4): 512-536 [See CFDP 1844]