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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
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