The effects of sampling frequency on detrending methods for unit root tests
Year of publication: |
[2016]
|
---|---|
Authors: | Chambers, Marcus J. |
Institutions: | University of Essex / Department of Economics (issuing body) |
Publisher: |
[Colchester] : [University of Essex, Department of Economics] |
Subject: | Continuous time | detrending | sampling frequency | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling | Einheitswurzeltest | Unit root test | Theorie | Theory |
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