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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
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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
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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
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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