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power Social Sciences
panel Social Sciences
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Research Output 2010 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 journalArticle

Open Access
Testing
Monetary policy
Statistics
1 Citations

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 journalArticle

Open Access
Information criterion
Two-stage least squares
Structural breaks
Coefficient
Inference

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. 53-67

Research output: Contribution to journalArticle

Open Access
File
Replication
Inference
Structural change
Hypothesis test
Approximation

Inference on structural breaks using information criteria

Hall, A. R., Osborn, D. R. & Sakkas, N. 2013 In : The Manchester School. 81, S3, p. 54-81

Research output: Contribution to journalArticle

Open Access
File
Inference
Structural breaks
Testing
Monetary policy
Usefulness
15 Citations

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 journalArticle

Open Access
File
power
panel
observation
test
Simulation