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Test Consistency With Varying Sampling Frequency

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Author Info
PERRON, P.

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Abstract

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Publisher Info
Paper provided by Princeton, Department of Economics - Econometric Research Program in its series Papers with number 345.

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Length: 37 pages
Date of creation: 1989
Date of revision:
Handle: RePEc:fth:prinem:345

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Related research
Keywords: tests ; stochastic processes ; econometrics;

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  1. Frédérick Demers & Annie De Champlain, 2005. "Forecasting Core Inflation in Canada: Should We Forecast the Aggregate or the Components?," Working Papers 05-44, Bank of Canada. [Downloadable!]
  2. Marcus J. Chambers, 2001. "Cointegration and Sampling Frequency," Economics Discussion Papers 531, University of Essex, Department of Economics. [Downloadable!]
  3. Nasri Harb, 2003. "Money Demand Function: A heterogeneous Panel Application," Economics Working Papers 03/04-01, Department of Economics, College of Business and Economics, UAE University. [Downloadable!]
    Other versions:
  4. Georgios E. Chortareas & Rebecca L. Driver, . "PPP and the real exchange rate-real interest rate differential puzzle revisited: evidence from non-stationary panel data," Bank of England working papers 138, Bank of England. [Downloadable!]
  5. Marcus J. Chambers, 2001. "Testing for Unit Roots with Flow Data and Varying Sampling Frequency," Economics Discussion Papers 529, University of Essex, Department of Economics. [Downloadable!]
    Other versions:
  6. Gabriel Pons Rotger, 2000. "Temporal Aggregation and Ordinary Least Squares Estimation of Cointegrating Regressions," Econometric Society World Congress 2000 Contributed Papers 1317, Econometric Society. [Downloadable!]
  7. John Y. Campbell & Pierre Perron, 1992. "Racines unitaires en macroéconomie : le cas multidimensionnel," Annales d'Economie et de Statistique, ADRES, issue 27, pages 01, Juillet-S. [Downloadable!]
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