titoli, abstracts, parole chiave >>>
Sampling at different frequencies, and the power of panel unit root tests

Gutierrez, Luciano (2009) Sampling at different frequencies, and the power of panel unit root tests. Economics Letters, Vol. 102 (1), p. 59-61. ISSN 0165-1765. Article.

Full text not available from this repository.

DOI: 10.1016/j.econlet.2008.11.012

Abstract

This paper analyzes the effect of changing sampling frequencies on the empirical power of “first generation” as well as “second generation” panel unit root tests.

Item Type:Article
ID Code:1528
Status:Published
Refereed:Yes
Uncontrolled Keywords:Sampling frequency, empirical power, panel unit root tests
Subjects:Area 07 - Scienze agrarie e veterinarie > AGR/01 Economia ed estimo rurale
Divisions:001 Università di Sassari > 01 Dipartimenti > Economia e sistemi arborei
Publisher:Elsevier Science
ISSN:0165-1765
Deposited On:18 Aug 2009 10:05

I documenti depositati in UnissResearch sono protetti dalle leggi che regolano il diritto d'autore

Repository Staff Only: item control page