Sampling at different frequencies, and the power of panel unit root tests (Q1038092): Difference between revisions
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| Property / cites work: Determining the Number of Factors in Approximate Factor Models / rank | |||
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| Property / cites work: Efficient Tests for an Autoregressive Unit Root / rank | |||
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| Property / cites work: Testing for unit roots in heterogeneous panels. / rank | |||
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| Property / cites work: Testing for a unit root in panels with dynamic factors / rank | |||
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| Property / cites work: Asymptotic local power of pooled t-ratio tests for unit roots in panels with fixed effects / rank | |||
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| Property / cites work: Incidental trends and the power of panel unit root tests / rank | |||
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| Property / cites work: Testing the random walk hypothesis: power versus frequency of observation / rank | |||
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Latest revision as of 05:13, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sampling at different frequencies, and the power of panel unit root tests |
scientific article |
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Sampling at different frequencies, and the power of panel unit root tests (English)
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17 November 2009
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sampling frequency
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empirical power
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panel unit root tests
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