A simple solution for spurious regressions (Q2830774)

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A simple solution for spurious regressions
scientific article

    Statements

    title
    A simple solution for spurious regressions (English)
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    publication date
    31 October 2016
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    zbMATH Keywords
    cointegration
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    detrending
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    integrated process
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    Monte Carlo experiments
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    spurious regression
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    Identifiers

    Mathematics Subject Classification ID
    62F03
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    62F05
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    62J05
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    91B84
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    zbMATH DE Number
    6645917
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