Pages that link to "Item:Q1973433"

The following pages link to The spurious regression of fractionally integrated processes (Q1973433):

Displaying 28 items.

• Spurious regressions driven by excessive volatility (Q427122) (← links)
• Exact local Whittle estimation of fractionally cointegrated systems (Q528005) (← links)
• Spurious regression (Q609686) (← links)
• Spurious correlation under fractional integration in output series (Q974192) (← 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)
• Horizon effect in the term structure of long-run risk-return trade-offs (Q1659133) (← 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)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← 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)
• On the power of durbin-watson statistic against fractionally integrated processes (Q4224731) (← links)
• CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
• Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
• Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) (← links)
• QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
• Spurious Regressions in Time Series with Long Memory (Q5259097) (← links)
• Mallows Distance in VARFIMA(0,<i>d</i>, 0) Processes (Q5299805) (← links)
• Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence (Q5467604) (← links)
• Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)
• A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS (Q5696356) (← links)
• Change point estimation in regressions with \(I(d)\) variables. (Q5940733) (← links)
• Robust inference of panel data models with interactive fixed effects under long memory: a frequency domain approach (Q6554225) (← links)
• Spurious multivariate regressions under fractionally integrated processes (Q6587708) (← links)