Denise R. Osborn

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
On cointegration for processes integrated at different frequencies Journal of Time Series Analysis	2022-08-08	Paper
The asymptotic behaviour of the residual sum of squares in models with multiple break points Econometric Reviews	2022-06-08	Paper
The performance of lag selection and detrending methods for HEGY seasonal unit root tests Econometric Reviews	2022-06-07	Paper
What is the globalisation of inflation? Journal of Economic Dynamics and Control	2018-08-09	Paper
Ratio-based estimators for a change point in persistence Journal of Econometrics	2017-05-12	Paper
Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares Journal of Time Series Analysis	2015-10-12	Paper
Non-parametric testing for seasonally and periodically integrated processes Journal of Time Series Analysis	2014-11-26	Paper
Nonparametric tests for periodic integration Journal of Time Series Econometrics	2013-06-14	Paper
Testing for causality in variance in the presence of breaks Economics Letters	2013-01-03	Paper
On augmented HEGY tests for seasonal unit roots Econometric Theory	2012-10-31	Paper
COINTEGRATION FOR PERIODICALLY INTEGRATED PROCESSES Econometric Theory	2009-06-11	Paper
TESTING FOR SEASONAL UNIT ROOTS IN PERIODIC INTEGRATED AUTOREGRESSIVE PROCESSES Econometric Theory	2009-06-11	Paper
Chapter 11 Nonlinearity and Structural Change in Interest Rate Reaction Functions for the US, UK and Germany Nonlinear Time Series Analysis of Business Cycles	2007-07-23	Paper
The international business cycle in a changing world: Volatility and the propagation of shocks in the G-7 Open Economies Review	2006-10-24	Paper
scientific article; zbMATH DE number 5035837 (Why is no real title available?)	2006-06-26	Paper
The consequences of seasonal adjustment for periodic autoregressive processes Econometrics Journal	2005-07-04	Paper
The econometric analysis of seasonal time series. With a foreword by Thomas J. Sargent Themes in Modern Econometrics	2002-02-03	Paper
ASYMPTOTIC DISTRIBUTIONS OF SEASONAL UNIT ROOT TESTS: A UNIFYING APPROACH Econometric Reviews	2002-01-01	Paper
Performance of seasonal unit root tests for monthly data Journal of Applied Statistics	2000-07-24	Paper
The implications of periodically varying coefficients for seasonal time- series processes Journal of Econometrics	1991-01-01	Paper
On the Criteria Functions used for the Estimation of Moving Average Processes	1982-01-01	Paper
scientific article; zbMATH DE number 3557060 (Why is no real title available?)	1977-01-01	Paper
The Incomplete Beta Function and its Ratio to the Complete Beta Function	1968-01-01	Paper

Research outcomes over time

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