Research output per year
Research output per year
Research output
- 5 Article
Search results
-
2017
The asymptotic behaviour of the residual sum of squares in models with multiple break points
Hall, A. R., Osborn, D. R. & Sakkas, N., 2017, In: Econometric Reviews. 36, 6-9, p. 667-698 32 p.Research output: Contribution to journal › Article › peer-review
Open Access -
2015
Structural break inference using information criteria in models estimated by two-stage least squares
Hall, A. R., Osborn, D. R. & Sakkas, N., 1 Sep 2015, In: Journal of Time Series Analysis. 36, 5, p. 741-762 22 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Citations (Scopus) -
2013
Approximate p-values of certain tests involving hypotheses about multiple breaks
Hall, A. & Sakkas, N., Mar 2013, In: Journal of Econometric Methods. 2, 1, p. 53-67Research output: Contribution to journal › Article › peer-review
Open AccessFile157 Downloads (Pure) -
Inference on structural breaks using information criteria
Hall, A. R., Osborn, D. R. & Sakkas, N., 2013, In: The Manchester School. 81, S3, p. 54-81Research output: Contribution to journal › Article › peer-review
Open AccessFile12 Citations (Scopus)162 Downloads (Pure) -
2010
Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations
Harris, D., Harvey, D. I., Leybourne, S. & Sakkas, N., Feb 2010, In: Econometric Theory. 26, 1, p. 311-324 13 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile15 Citations (Scopus)146 Downloads (Pure)