The effects of temporal aggregation and random sampling on the power of the augmented Dickey Fuller stationarity test : a Monte Carlo study
Year of publication: |
2021
|
---|---|
Authors: | Tserkezos, Dikaios E. |
Published in: |
Money, trade and finance : recent trends and methodological issues. - Cham, Switzerland : Palgrave Macmillan, ISBN 978-3-030-73218-9. - 2021, p. 223-233
|
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Aggregation | Stichprobenerhebung | Sampling | Statistischer Test | Statistical test |
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