Items by Sakkas, Nikolaos
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Number of items: 5.
Hall, A. R., Osborn, D. R. and Sakkas, N., 2015. Structural break inference using information criteria in models estimated by two stage least squares. Journal of Time Series Analysis, 36 (5), pp. 741-762.
Hall, A. and Sakkas, N., 2013. Approximate p-values of certain tests involving hypotheses about multiple breaks. Journal of Econometric Methods, 2 (1), pp. 53-67.
Hall, A. R., Osborn, D. R. and Sakkas, N., 2013. Inference on structural breaks using information criteria. The Manchester School, 81 (S3), pp. 54-81.
Harris, D., Harvey, D. I., Leybourne, S. and Sakkas, N., 2010. Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations. Econometric Theory, 26 (1), pp. 311-324.
Hall, A., Osborn, D.R. and Sakkas, N., 2015. The Asymptotic Behaviour of the Residual Sum of Squares in Models with Multiple Break Points. Discussion Paper.