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The effects of temporal aggregation and random sampling on the power of the augmented Dickey Fuller stationarity test : a Monte Carlo study
Tserkezos, Dikaios E. - In: Money, trade and finance : recent trends and …, (pp. 223-233). 2021
A crucial aspect of empirical research is the stationarity properties of a time series. In this short chapter, we examine the effects of temporal aggregation on the power properties of the Augmented Dickey Fuller (ADF) stationarity test developed by Dickey, D.A. and W.A. Fuller, Journal of the...
Persistent link: https://www.econbiz.de/10012696805
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A distributed lag model for quarterly disaggregation of the annual personal disposable income of the Greek economy
Tserkezos, Dikaios E. - In: Economic modelling 8 (1991) 4, pp. 528-536
Persistent link: https://www.econbiz.de/10001137854
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Quarterly disaggregation of the annually known Greek gross industrial product using related series
Tserkezos, Dikaios E. - In: Rivista internazionale di scienze economiche e … 40 (1993) 5, pp. 457-474
Persistent link: https://www.econbiz.de/10001143639