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

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Temporal aggregation and the power of tests for a unit root
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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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