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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
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Inference on structural breaks using information criteria
Hall, Alastair R.; Osborn, Denise R.; Sakkas, Nikolaos D. - 2012
Persistent link: https://www.econbiz.de/10009663577
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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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Ratio-based estimators for a change point in persistence
Halunga, Andreea G.; Osborn, Denise R. - In: Journal of econometrics 171 (2012) 1, pp. 24-31
Persistent link: https://www.econbiz.de/10009686744
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Business cycle non-linearities in UK consumption and production
Öcal, Nadir; Osborn, Denise R. - In: Journal of applied econometrics 15 (2000) 1, pp. 27-43
Persistent link: https://www.econbiz.de/10001465097
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The performance of periodic autoregressive models in forecasting seasonal UK consumption
Osborn, Denise R. - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 117-127
Persistent link: https://www.econbiz.de/10001090225
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A note on error correction mechanisms and steady-state error
Osborn, Denise R. - In: The economic journal : the journal of the Royal … 96 (1986), pp. 208-211
Persistent link: https://www.econbiz.de/10001039925
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Trend-cycle-seasonal interactions : identification and estimation
Hindrayanto, Irma; Jacobs, Jan; Osborn, Denise R.; … - In: Macroeconomic dynamics 23 (2019) 8, pp. 3163-3188
Persistent link: https://www.econbiz.de/10012166156
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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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Trend-cycle-seasonal interactions : identification and estimation
Hindrayanto, Irma; Jacobs, Jan; Osborn, Denise R.; … - 2017
Persistent link: https://www.econbiz.de/10011747030