Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (Q1371374)

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Random walks with drifts: Nonsense regression and spurious fixed-effect estimation
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    title
    Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (English)
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    author
    Horst Entorf
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    publication date
    7 January 1998
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    Mathematics Subject Classification ID
    62M05
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    62M10
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    62P20
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    zbMATH DE Number
    1080773
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    zbMATH Keywords
    spurious regressions
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    fixed-effect models
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    random walks
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    drifts
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