Narrow search
Showing 1 - 4 of 4
Cover Image
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH
Osborn, Denise; Rodrigues, Paulo - In: Econometric reviews 21 (2002) 2, pp. 221-242
Persistent link: https://www.econbiz.de/10006893912
Cover Image
Asymptotic distributions of seasonal unit root tests : a unifying approach
Osborn, Denise R.; Rodrigues, Paulo M. M. - In: Econometric reviews 21 (2002) 2, pp. 221-241
Persistent link: https://www.econbiz.de/10001704807
Cover Image
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - In: Econometric reviews 35 (2016) 1/4, pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Cover Image
The asymptotic behaviour of the residual sum of squares in models with multiple break points
Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos - In: Econometric reviews 36 (2017) 6/9, pp. 667-698
Persistent link: https://www.econbiz.de/10011795376