Items by Sakkas, Nikolaos
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Number of items: 5.
Hall, A. R., Osborn, D. R. and Sakkas, N., 2015. Forthcoming. Structural break inference using information criteria in models estimated by two stage least squares. Journal of Time Series Analysis
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.