Publication Date:
2009
Short description:
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.
as well as “second generation” panel unit root tests.
Iris type:
1.1 Articolo in rivista
List of contributors:
Gutierrez, Luciano
Published in: