The spurious regression of fractionally integrated processes (Q1973433): Difference between revisions
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Revision as of 17:42, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The spurious regression of fractionally integrated processes |
scientific article |
Statements
The spurious regression of fractionally integrated processes (English)
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2000
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Fractionally integrated processes
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Long memory
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Spurious regression
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Spurious detrending
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