Keywords
Unit rootCointegrationSpan (engineering)Monte Carlo methodSampling (signal processing)MathematicsEconometricsStatisticsPower (physics)Power functionUnit root testComputer scienceEngineeringMathematical analysisPhysics
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Publication Info
- Year
- 1995
- Type
- article
- Volume
- 65
- Issue
- 2
- Pages
- 333-345
- Citations
- 111
- Access
- Closed
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Cite This
Richard Pierse,
Andy Snell
(1995).
Temporal aggregation and the power of tests for a unit root.
Journal of Econometrics
, 65
(2)
, 333-345.
https://doi.org/10.1016/0304-4076(93)01589-e
Identifiers
- DOI
- 10.1016/0304-4076(93)01589-e