Implementing Residual-Based KPSS Tests for Cointegration with Data Subject to Temporal Aggregation and Mixed Sampling Frequencies
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- repec:eee:ecosta:v:5:y:2018:i:c:p:45-66 is not listed on IDEAS
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"Simple robust tests for the specification of high-frequency predictors of a low-frequency series,"
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- J. Isaac Miller, 2014. "Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series," Working Papers 1412, Department of Economics, University of Missouri.
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