A note on spurious regression in seasonal time series (Q3543755): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Spurious regressions in econometrics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Understanding spurious regressions in econometrics / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: New Tools for Understanding Spurious Regressions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Trends versus Random Walks in Time Series Analysis / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Spurious regressions with stationary processes around linear trends / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Maximum likelihood inference on cointegration and seasonal cointegration / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Likelihood-Based Inference in Cointegrated Vector Autoregressive Models / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4840212 / rank | |||
Normal rank |
Latest revision as of 22:04, 28 June 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A note on spurious regression in seasonal time series |
scientific article |
Statements
A note on spurious regression in seasonal time series (English)
0 references
4 December 2008
0 references
seasonality
0 references
deterministic trend
0 references
stochastic trend
0 references
seasonal cointegration
0 references