Temporal aggregation and the power of tests for a unit root (Q1343374)

From MaRDI portal
Revision as of 10:59, 30 July 2024 by Openalex240730090724 (talk | contribs) (Set OpenAlex properties.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Temporal aggregation and the power of tests for a unit root
scientific article

    Statements

    Temporal aggregation and the power of tests for a unit root (English)
    0 references
    0 references
    0 references
    26 March 1995
    0 references
    temporal aggregation
    0 references
    asymptotic local power
    0 references
    unit root tests
    0 references
    sampling frequency
    0 references
    approximate slopes approach
    0 references
    Monte Carlo results
    0 references
    consumption function
    0 references

    Identifiers