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
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+The Approximate Slopes of Econometric Tests
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+Time Series Regression with a Unit Root
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+Towards a unified asymptotic theory for autoregression
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+Testing for a unit root in time series regression
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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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