Sampling at different frequencies, and the power of panel unit root tests
AbstractThis paper analyzes the effect of changing sampling frequencies on the empirical power of "first generation" as well as "second generation" panel unit root tests.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 102 (2009)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/locate/ecolet
Sampling frequency Empirical power Panel unit root tests;
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Cahiers de recherche
2002-18, Universite de Montreal, Departement de sciences economiques.
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