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Temporal aggregation and the power of tests for a unit root

โœ Scribed by R.G. Pierse; A.J. Snell


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
789 KB
Volume
65
Category
Article
ISSN
0304-4076

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The authors are grateful to Mark J. Powers, the editor, and two anonymous referees for their helpful comments and suggestions. Valuable comments on earlier versions from Thomas Schwarz and Fumi Quong are also greatly appreciated. The views stated in this article are those of the authors and do not n