Temporal aggregation and the power of tests for a unit root (Q1343374)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Temporal aggregation and the power of tests for a unit root |
scientific article |
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Temporal aggregation and the power of tests for a unit root (English)
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26 March 1995
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temporal aggregation
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asymptotic local power
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unit root tests
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sampling frequency
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approximate slopes approach
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Monte Carlo results
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consumption function
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