Temporal aggregation and the power of tests for a unit root
| Year of publication: |
1995
|
|---|---|
| Authors: | Pierse, R. G. ; Snell, A. J. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 65.1995, 2, p. 333-345
|
| Publisher: |
Elsevier |