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Testing for unit roots in flow data sampled at different frequencies

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Ng, Serena

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File URL: http://www.sciencedirect.com/science/article/B6V84-41CXW90-2/2/14507b0d5c054d3b842d972d2467b244
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 47 (1995)
Issue (Month): 3-4 (March)
Pages: 237-242
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Handle: RePEc:eee:ecolet:v:47:y:1995:i:3-4:p:237-242

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  3. Dikaios Tserkezos & Maria Nikoloudaki, 2005. "Temporal Aggregation Effects In Choosing The Optimal Lag Order In Stable Arma Models. Some Monte Carlo Results," Working Papers 0822, University of Crete, Department of Economics. [Downloadable!]
  4. Matthias Lutz, 2002. "Beyond Burgernomics and MacParity: Exchange Rate Forecasts Based on the Law of One Price," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 D4-1, International Conferences on Panel Data. [Downloadable!]
  5. Arghyrou, Michael G & Gadea, Maria Dolores, 2008. "The single monetary policy and domestic macro-fundamentals: Evidence from Spain," Cardiff Economics Working Papers E2008/23, Cardiff University, Cardiff Business School, Economics Section. [Downloadable!]
  6. Alan M. Taylor, 2000. "Potential Pitfalls for the Purchasing-Power-Parity Puzzle? Sampling and Specification Biases in Mean-Reversion Tests of the Law of One Price," NBER Working Papers 7577, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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