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Temporal aggregation and the power of tests for a unit root

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Author Info
Pierse, R. G.
Snell, A. J.

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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 65 (1995)
Issue (Month): 2 (February)
Pages: 333-345
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Handle: RePEc:eee:econom:v:65:y:1995:i:2:p:333-345

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

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  1. Dimitris K. Christopoulos & John Loizides & Efthymios G. Tsionas, 2005. "The Abrams curve of government size and unemployment: evidence from panel data," Applied Economics, Taylor and Francis Journals, vol. 37(10), pages 1193-1199, June. [Downloadable!] (restricted)
  2. Lucio Sarno, 2000. "Systematic sampling and real exchange rates," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 136(1), pages 24-57, March. [Downloadable!] (restricted)
  3. Sarah M. Lein & Thomas Maag, 2008. "The Formation of Inflation Perceptions – Some Empirical Facts for European Countries," Working papers 08-204, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
  4. Tilak Abeysinghe & Gulasekaran Rajaguru, 2003. "Temporal Aggregation, Causality Distortions, and a Sign Rule," Departmental Working Papers wp0406, National University of Singapore, Department of Economics. [Downloadable!]
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  5. Daniela De Angelis & Stefano Fachin & G. Alastair Young, 1997. "Bootstrapping unit root tests," Applied Economics, Taylor and Francis Journals, vol. 29(9), pages 1155-1161, September. [Downloadable!] (restricted)
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  6. Carlos de Resende, 2007. "Cross-Country Estimates of the Degree of Fiscal Dominance and Central Bank Independence," Working Papers 07-36, Bank of Canada. [Downloadable!]
  7. Dimitris K. Christopoulos & Efthymios G. Tsionas, 2003. "A Reassessment Of Balance Of Payments Constrained Growth: Results From Panel Unit Root And Panel Cointegration Tests," International Economic Journal, Korean International Economic Association, vol. 17(3), pages 39-54, October. [Downloadable!] (restricted)
  8. Jerome Henry & Jens Weidmann, 2005. "The French-German Interest Rate Differential Since German," International Finance 0503009, EconWPA. [Downloadable!]
  9. Andros Gregoriou & Alexandros Kontonikas, . "The Long Run Relationship Between Stock Prices And Goods Prices: New Evidence From Panel Cointegration," Working Papers 2008_19, Department of Economics, University of Glasgow. [Downloadable!]
  10. Nicholas Apergis & Ioannis Filippidis & Claire Economidou, 2007. "Financial Deepening and Economic Growth Linkages: A Panel Data Analysis," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 143(1), pages 179-198, April. [Downloadable!] (restricted)
  11. Canning, David, 1999. "Infrastructure's contribution to aggregate output," Policy Research Working Paper Series 2246, The World Bank. [Downloadable!]
  12. Enrique Alberola & Susana G. Cervero & Humberto Lopez & Angel Ubide, 2000. "Global Equilibrium Exchange Rates: Euro, Dollar, "Ins," "Outs," and Other Major Currencies in a Panel Cointegration Framework," Econometric Society World Congress 2000 Contributed Papers 0051, Econometric Society. [Downloadable!]
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  13. Christian Dreger & Christian Schumacher, 2003. "Are Real Interest Rates Cointegrated? Further evidence based on paneleconometric methods," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 139(I), pages 41-53, March. [Downloadable!]
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