Caporale, Guglielmo Maria; Gil-Alana, Luis A. - DIW Berlin (Deutsches Institut für Wirtschaftsforschung) - 2013
temporal aggregation and other features of the data, and how they might affect the degree of dependence of the series … evidence that a lower degree of integration is associated with lower data frequencies. In particular, when the data are …; however, for higher data frequencies the unit root null cannot be rejected. This holds for all four series examined, namely …