Testing For A Random Walk: A Simulation Experiment Of Power When The Simpling Interval Is Varied
AbstractNo abstract is available for this item.
Download InfoTo our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.
Bibliographic InfoPaper provided by Princeton, Department of Economics - Econometric Research Program in its series Papers with number 336.
Length: 37 pages
Date of creation: 1988
Date of revision:
time series ; sampling ; tests;
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- Pami Dua & Nishita Raje & Satyananda Sahoo, 2004.
"Interest Rate Modeling and Forecasting in India,"
3, Centre for Development Economics, Delhi School of Economics.
- Ulrich Fritsche & Vladimir Kuzin, 2007.
"Unit Labor Cost Growth Differentials in the Euro Area, Germany, and the US: Lessons from PANIC and Cluster Analysis,"
Discussion Papers of DIW Berlin
667, DIW Berlin, German Institute for Economic Research.
- Ulrich Fritsche & Vladimir Kuzin, 2007. "Unit labor cost growth differentials in the Euro area, Germany, and the US: lessons from PANIC and cluster analysis," Macroeconomics and Finance Series 200703, Hamburg University, Department Wirtschaft und Politik.
- Armour, J. & Atta-Mensah, J. & Engert, W. & Hendry, S., 1996. "A Distant-Early-Warning Model of Inflation Based on M1 Disequilibria," Working Papers 96-5, Bank of Canada.
- Cheung, Yin-Wong & Chinn, Menzie D, 1997.
"Further Investigation of the Uncertain Unit Root in GNP,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 15(1), pages 68-73, January.
- Yin-Wong Cheung & Menzie D. Chinn, 1996. "Further Investigation of the Uncertain Unit Root in GNP," NBER Technical Working Papers 0206, National Bureau of Economic Research, Inc.
- Yin-Wong Cheung & Menzie Chinn, 1995. "Further investigation of the uncertain unit root in GNP," Econometrics 9508002, EconWPA.
- Mukesh K. Chaudhry & Rohan A. Christie-David & William H. Sackley, 1999. "Long-Term Structural Price Relationships in Real Estate Markets," Journal of Real Estate Research, American Real Estate Society, vol. 18(2), pages 335-354.
- Gabriel Pons Rotger, 2000. "Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions," Econometric Society World Congress 2000 Contributed Papers 1317, Econometric Society.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Thomas Krichel).
If references are entirely missing, you can add them using this form.