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On augmented HEGY tests for seasonal unit roots
Barrio Castro, Tomás del; Osborn, Denise R.; Taylor, Robert - 2011
Persistent link: https://www.econbiz.de/10009373427
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Structural break inference using information criteria in models estimated by two stage least squares
Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos - 2013
Persistent link: https://www.econbiz.de/10010239098
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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 - 2012
Persistent link: https://www.econbiz.de/10009659181
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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 - 2015
Persistent link: https://www.econbiz.de/10010531165