SPURIOUS REGRESSIONS BETWEEN I(<i>d</i>) PROCESSES (Q4837792): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q5560061 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Co-Integration and Error Correction: Representation, Estimation, and Testing / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A functional central limit theorem for weakly dependent sequences of random variables / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Invariance principles for dependent variables / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Understanding spurious regressions in econometrics / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Asymptotic Properties of Residual Based Tests for Cointegration / rank | |||
Normal rank | |||
Latest revision as of 14:12, 23 May 2024
scientific article; zbMATH DE number 769875
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SPURIOUS REGRESSIONS BETWEEN I(<i>d</i>) PROCESSES |
scientific article; zbMATH DE number 769875 |
Statements
SPURIOUS REGRESSIONS BETWEEN I(<i>d</i>) PROCESSES (English)
0 references
30 August 1995
0 references
weak convergence
0 references
I(d) processes
0 references
spurious regressions
0 references
fractional differencing
0 references
