Pages that link to "Item:Q1298444"

The following pages link to Spurios regression theory with nonstationary fractionally integrated processes (Q1298444):

Displaying 16 items.

• Spurious regression (Q609686) (← links)
• Nonsense regressions due to neglected time-varying means (Q1402942) (← links)
• The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082) (← links)
• A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)
• Trend stationarity versus long-range dependence in time series analysis (Q1867710) (← links)
• Spurious nonlinear regressions in econometrics (Q1927829) (← links)
• Spurious regressions between stationary generalized long memory processes (Q1929069) (← links)
• Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable (Q1929090) (← links)
• Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
• Challenges of trending time series econometrics (Q2486184) (← links)
• Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
• A simple solution for spurious regressions (Q2830774) (← links)
• Transmission characteristics of investor sentiment for energy stocks from the perspective of a complex network (Q3303295) (← links)
• UNBALANCED COINTEGRATION (Q3408520) (← links)
• A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
• Spurious Regression Under Broken-Trend Stationarity (Q3440762) (← links)