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Testing for unit roots with flow data and varying sampling frequency

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Author Info
Chambers, Marcus J.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 119 (2004)
Issue (Month): 1 (March)
Pages: 1-18
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Handle: RePEc:eee:econom:v:119:y:2004:i:1:p:1-18

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Web page: http://www.elsevier.com/locate/jeconom

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Phillips, P C B, 1987. "Time Series Regression with a Unit Root," Econometrica, Econometric Society, vol. 55(2), pages 277-301, March. [Downloadable!] (restricted)
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  2. repec:cup:etheor:v:7:y:1991:i:3:p:341-68 is not listed on IDEAS
  3. Bergstrom, A.R., 1984. "Continuous time stochastic models and issues of aggregation over time," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 2, chapter 20, pages 1145-1212 Elsevier. [Downloadable!] (restricted)
  4. Perron, Pierre, 1991. "Test Consistency with Varying Sampling Frequency," Econometric Theory, Cambridge University Press, vol. 7(03), pages 341-368, September. [Downloadable!]
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  1. Wang, Dabin & Tomek, William G., 2004. "Commodity Prices And Unit Root Tests," 2004 Annual meeting, August 1-4, Denver, CO 20141, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
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