The spurious regression of fractionally integrated processes (Q1973433): Difference between revisions

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Revision as of 06:25, 5 March 2024

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The spurious regression of fractionally integrated processes
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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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