Pages that link to "Item:Q4351574"
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The following pages link to Spurious regressions between I(1) processes with long memory errors (Q4351574):
Displayed 7 items.
- Spurious regression (Q609686) (← links)
- Alternative forms of fractional Brownian motion (Q1304352) (← links)
- Nonsense regressions due to neglected time-varying means (Q1402942) (← links)
- A simple solution for spurious regressions (Q2830774) (← links)
- A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← links)
- Spurious Regressions in Time Series with Long Memory (Q5259097) (← links)
- Instrumental variables estimation of stationary and non‐stationary cointegrating regressions (Q5488518) (← links)