The spurious regression of fractionally integrated processes (Q1973433): Difference between revisions
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Revision as of 06:25, 5 March 2024
scientific article
Language | Label | Description | Also known as |
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English | The spurious regression of fractionally integrated processes |
scientific article |
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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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