Temporal aggregation and the power of tests for a unit root (Q1343374): Difference between revisions

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+The Effect of Aggregation on Prediction in the Autoregressive Model
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+Q3719692
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+Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
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+Distribution of the Estimators for Autoregressive Time Series With a Unit Root
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+Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
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+Co-Integration and Error Correction: Representation, Estimation, and Testing
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+Q4124141
@@ Property / cites work: Q4124141 / rank @@
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+The Approximate Slopes of Econometric Tests
@@ Property / cites work: The Approximate Slopes of Econometric Tests / rank @@
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+Time Series Regression with a Unit Root
@@ Property / cites work: Time Series Regression with a Unit Root / rank @@
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+Towards a unified asymptotic theory for autoregression
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@@ Property / cites work @@
+Testing for a unit root in time series regression
@@ Property / cites work: Testing for a unit root in time series regression / rank @@
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Testing the random walk hypothesis: power versus frequency of observation
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/0304-4076(93)01589-e
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+W2084388628
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