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

Academic Article
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.
Iris type:
1.1 Articolo in rivista
List of contributors:
Authors of the University:
Handle:
https://iris.uniss.it/handle/11388/86765
Published in:
ECONOMICS LETTERS
Journal