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

@@ Property / cites work @@
+Long memory processes and fractional integration in econometrics
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Trends versus Random Walks in Time Series Analysis
+Normal rank
@@ Property / cites work @@
+Multiple stochastic integrals with dependent integrators
+Normal rank
@@ Property / cites work @@
+Long memory relationships and the aggregation of dynamic models
+Normal rank
@@ Property / cites work @@
+Spurious regressions in econometrics
@@ Property / cites work: Spurious regressions in econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+AN INTRODUCTION TO LONG-MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING
+Normal rank
@@ Property / cites work @@
+Fractional differencing
@@ Property / cites work: Fractional differencing / rank @@
+Normal rank
@@ Property / cites work @@
+Fractional Brownian Motions, Fractional Noises and Applications
+Normal rank
@@ Property / cites work @@
+SPURIOUS REGRESSIONS BETWEEN I(<i>d</i>) PROCESSES
+Normal rank
@@ Property / cites work @@
+Spurious Periodicity in Inappropriately Detrended Time Series
+Normal rank
@@ Property / cites work @@
+Understanding spurious regressions in econometrics
+Normal rank
@@ Property / cites work @@
+The Fractional Unit Root Distribution
@@ Property / cites work: The Fractional Unit Root Distribution / rank @@
+Normal rank
@@ Property / cites work @@
+On the power of durbin-watson statistic against fractionally integrated processes
+Normal rank