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Limiting behaviour of Dickey-Fuller F-tests under the crash of model alternative
Sen, Amit - In: The econometrics journal 6 (2003) 2, pp. 421-429
Persistent link: https://www.econbiz.de/10001831288
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New unit root tests designed for the trend-break stationary alternative : simulation evidence and empirical applications
Sen, Amit - In: Cointegration for the applied economist, (pp. 143-194). 2007
Persistent link: https://www.econbiz.de/10003767547
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Evidence on the dynamics of unemployment by gender
Queneau, Hervé; Sen, Amit - In: Applied economics 40 (2008) 16/18, pp. 2099-2108
Persistent link: https://www.econbiz.de/10003760710
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New evidence on the convergence of international income from a group of 29 countries
Dawson, John W.; Sen, Amit - In: Empirical economics : a journal of the Institute for … 33 (2007) 2, pp. 199-230
Persistent link: https://www.econbiz.de/10003529577
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Are US macroeconomic series difference stationary or trend-break stationary?
Sen, Amit - In: Applied economics 36 (2004) 18, pp. 2025-2029
Persistent link: https://www.econbiz.de/10002243847
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On unit-root tests when the alternative is a trend-break stationary process
Sen, Amit - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 174-184
Persistent link: https://www.econbiz.de/10001728894
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New evidence on the convergence of international income from a group of 29 countries
Costantini, Mauro; Sen, Amit - In: Applied economics letters 19 (2012) 4/6, pp. 425-429
Persistent link: https://www.econbiz.de/10009630705