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Sampling frequency and the power of tests for a unit root: A simulation study

✍ Scribed by In Choi; Bhum Suk Chung

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Effects of data aggregation on the power

✍ In Choi 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 303 KB

Sampling at different frequencies, and t

✍ Luciano Gutierrez 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 161 KB

Temporal aggregation and the power of te

✍ R.G. Pierse; A.J. Snell 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 789 KB

A note on the power of least squares tes

✍ Kenneth D. West 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 275 KB

On the Power of GLS-Type Unit Root Tests

✍ Peter Burridge; A. M. Robert Taylor 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 339 KB

Semiparametric Power Envelopes for Tests

✍ Michael Jansson 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 452 KB