Sampling at different frequencies, and the power of panel unit root tests

C-Tier
Journal: Economics Letters
Year: 2009
Volume: 102
Issue: 1
Pages: 59-61

Score contribution per author:

1.009 = (α=2.02 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

This paper analyzes the effect of changing sampling frequencies on the empirical power of "first generation" as well as "second generation" panel unit root tests.

Technical Details

RePEc Handle
repec:eee:ecolet:v:102:y:2009:i:1:p:59-61
Journal Field
General
Author Count
1
Added to Database
2026-01-25