Why Frequency Matters for Unit Root Testing
Year of publication: |
2005-11-05
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Authors: | Boswijk, H. Peter ; Klaassen, Franc |
Institutions: | Tinbergen Institute |
Subject: | Fat tails | GARCH | mean reversion | observation frequency | purchasing-power parity | unit roots |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 04-119/4 |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; F31 - Foreign Exchange |
Source: |
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Why Frequency Matters for Unit Root Testing
Boswijk, H. Peter, (2005)
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Why frequency matters for unit root testing
Boswijk, Herman Peter, (2004)
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Why Frequency Matters for Unit Root Testing
Boswijk, H. Peter, (2005)
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Model-free Measurement of Exchange Market Pressure
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