Sampling at different frequencies and the power of panel unit root tests

Articolo
Data di Pubblicazione:
2009
Citazione:
Sampling at different frequencies and the power of panel unit root tests / Gutierrez, Luciano. - In: ECONOMICS LETTERS. - ISSN 0165-1765. - 102:1(2009), pp. 59-61. [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.
Tipologia CRIS:
1.1 Articolo in rivista
Elenco autori:
Autori di Ateneo:
Link alla scheda completa:
https://iris.uniss.it/handle/11388/86765
Pubblicato in:
ECONOMICS LETTERS
Journal