IDEAS home Printed from https://ideas.repec.org/p/crt/wpaper/1309.html
   My bibliography  Save this paper

Temporal Aggregation and the Ramsey's Test for Functional Form: Results from Empirical and Monte Carlo experiment

Author

Listed:
  • Dikaios Tserkezos

    (Department of Economics, University of Crete, Greece)

Abstract

No abstract is available for this item.

Suggested Citation

  • Dikaios Tserkezos, 2013. "Temporal Aggregation and the Ramsey's Test for Functional Form: Results from Empirical and Monte Carlo experiment," Working Papers 1309, University of Crete, Department of Economics.
    • Handle: RePEc:crt:wpaper:1309
    as

    Download full text from publisher

    File URL: http://economics.soc.uoc.gr/wpa/docs/1309.pdf
    File Function: First version
    Download Restriction: No
    ---><---

    More about this item

    Keywords

    temporally aggregated data; RESET; Empirical data; Monte Carlo Experiment;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:crt:wpaper:1309. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kostis Pigounakis (email available below). General contact details of provider: https://edirc.repec.org/data/deuchgr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.