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

Luciano Gutierrez

Economics Letters, 2009, vol. 102, issue 1, 59-61

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.

Keywords: Sampling; frequency; Empirical; power; Panel; unit; root; tests (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:102:y:2009:i:1:p:59-61

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