Testing for unit roots in flow data sampled at different frequencies

DOI10.1016/0165-1765(94)00495-NzbMath0874.90056OpenAlexW2051754509MaRDI QIDQ1352140

Serena Ng

Publication date: 27 February 1997

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(94)00495-n

zbMATH Keywords

C12moving average error structurefive unit root testsflow datapoint sampled data

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84)

Related Items (4)

Testing for unit roots with flow data and varying sampling frequency ⋮ Testing for exuberance in house prices using data sampled at different frequencies ⋮ Testing for cointegration: power versus frequency of observation -- further Monte Carlo results ⋮ STATIONARITY TESTS FOR IRREGULARLY SPACED OBSERVATIONS AND THE EFFECTS OF SAMPLING FREQUENCY ON POWER

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• Testing for unit roots in autoregressive-moving average models of unknown order
• Testing for a unit root in time series regression
• Testing for a unit root in the presence of moving average errors
• The Estimation of Some Continuous Time Models

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