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[1]Shiller,R.,J, Perron,P. Testing the random walk hypothesis: power versus frequency of observation[J]. Economic Letters, 1985(18): 381-386.

[2]Perron,P. Testingf for a random walk a simulation experiment of power when the sampling interval is varied[M].in Advances Econometric and Modeling(edi-tedbyB.Jaj), Kluwer Academic publishers, Dor-drecht, 1989: 47-68.

[3]Perron,P. Test consistency with varying sampling frequency[J]. Econometric Theory 1991(7): 41-368.

[4]Pierse,R, Snell,A. Temporal aggregation and the power of tests for a unit root[J].Journal of Econometrics, 1995(5): 333-345.

[5]Pedroni,P. Critical Values for Cointegration Tests in Heterogenous Panels with Multiple Regressors [J]. Oxford bulletin of economics and Statistics, 1999(7): 653-669.

[6]Phillips, P.C.B., P.Perron. Testing for a unit root in time series regressions[J]. Biometrika, 1988(75), 335-346.

[7]Pedroni, P. Fully modified OLS for heterogeneous cointegrated panels[J]. Advances in Econometrics,2000(15), 93-130

[8]Pedroni,P. Purchasing Power Parity Tests in Cointegrated Panels[J]. Review of Economics and Statistics, 2001(83): 727-31.

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关键词：求助英文文献 英文文献 cointegrated econometrics HETEROGENOUS 文献 英文 感谢 每篇

6.

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[求助]求助英文文献8篇，每篇20金
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[8]

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http://www.williams.edu/Economics/wp/pedroniaie.pdf

第8篇

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7. Fully Modified OLS for Heterogeneous Cointegrated Panels

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[感谢]求助英文文献8篇，每篇20金
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