TEMPORAL AGGREGATION AND THE POWER OF TESTS FOR A UNIT-ROOT

RG PIERSE; AJ SNELL

doi:10.1016/0304-4076(93)01589-E

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TEMPORAL AGGREGATION AND THE POWER OF TESTS FOR A UNIT-ROOT

Journal article

Peer reviewed

TEMPORAL AGGREGATION AND THE POWER OF TESTS FOR A UNIT-ROOT

RG PIERSE and AJ SNELL

JOURNAL OF ECONOMETRICS, Vol.65(2), pp.333-345

01/02/1995

DOI: https://doi.org/10.1016/0304-4076(93)01589-E

Abstract

Social Sciences

Science & Technology

Physical Sciences

Economics

Mathematics

Interdisciplinary Applications

Social Sciences

Mathematical Methods

Business & Economics

Mathematics

Mathematical Methods In Social Sciences

ECONOMICS

MATHEMATICS

INTERDISCIPLINARY APPLICATIONS

SOCIAL SCIENCES

MATHEMATICAL METHODS

UNIT ROOTS

POWER

SAMPLING

TEMPORAL AGGREGATION

AUTOREGRESSIVE TIME-SERIES

MISSING OBSERVATIONS

ERROR CORRECTION

RANDOM-WALK

REGRESSION

HYPOTHESIS

FREQUENCY

MODELS

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Title: TEMPORAL AGGREGATION AND THE POWER OF TESTS FOR A UNIT-ROOT
Creators: RG PIERSE
AJ SNELL
Publication Details: JOURNAL OF ECONOMETRICS, Vol.65(2), pp.333-345
Publisher: ELSEVIER SCIENCE SA LAUSANNE
Date published: 01/02/1995
Date submitted: 16/05/2017
Identifiers: 99513946602346
Academic Unit: University of Surrey
Language: English
Resource Type: Journal article

TEMPORAL AGGREGATION AND THE POWER OF TESTS FOR A UNIT-ROOT

Abstract

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