Testing for unit roots in flow data sampled at different frequencies-Reference-Cited by-同舟云学术

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Testing for unit roots in flow data sampled at different frequencies

Published:1995-03 Issue:3-4 Volume:47 Page:237-242
ISSN:0165-1765
Container-title:Economics Letters
language:en
Short-container-title:Economics Letters

Author:

Ng Serena

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. Heteroskedastic and autocorrelation consistent matrix estimation;Andrews;Econometrica,1991

2. Effects of data aggregation on the power of tests for a unit root;Choi;Economic Letters,1992

3. Introduction to statistical time series;Fuller,1976

4. Testing for a unit root in the presence of moving average errors;Hall;Biometrika,1989

5. Testing for a random walk: A simulation experiment when the sampling interval is varied;Perron,1989

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3. Rational Bubbles and Volatility Persistence in India Stock Market;SSRN Electronic Journal;2012

4. La sombra monetaria del déficit en la España de la peseta;Investigaciones de Historia Económica;2011-02

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