Spurious regressions between stationary generalized long memory processes (Q1929069): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2005.10.009
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+W2020522976
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+Estimating a generalized long memory process
@@ Property / cites work: Estimating a generalized long memory process / rank @@
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+A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS
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+Spurious regressions in econometrics
@@ Property / cites work: Spurious regressions in econometrics / rank @@
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+ON GENERALIZED FRACTIONAL PROCESSES
@@ Property / cites work: ON GENERALIZED FRACTIONAL PROCESSES / rank @@
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+ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION
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+SPURIOUS REGRESSIONS BETWEEN I(<i>d</i>) PROCESSES
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+Spurios regression theory with nonstationary fractionally integrated processes
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+Understanding spurious regressions in econometrics
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+A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
@@ Property / cites work: A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS / rank @@
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+The spurious regression of fractionally integrated processes
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+Publication:1929069