Temporal aggregation and the power of tests for a unit root (Q1343374)
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scientific article; zbMATH DE number 718725
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| English | Temporal aggregation and the power of tests for a unit root |
scientific article; zbMATH DE number 718725 |
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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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0.92223513
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0.9048487
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0.89107996
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0.8900862
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