Pages that link to "Item:Q5696356"
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The following pages link to A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS (Q5696356):
Displayed 12 items.
- Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
- Spurious regressions in technical trading (Q528012) (← links)
- Spurious regression (Q609686) (← links)
- Long run variance estimation and robust regression testing using sharp origin kernels with no truncation (Q866643) (← links)
- Real-time monitoring test for realized volatility (Q1695554) (← links)
- Weak \(\sigma\)-convergence: theory and applications (Q1740291) (← links)
- Spurious regressions between stationary generalized long memory processes (Q1929069) (← links)
- Distribution theory for the Studentized mean for long, short, and negative memory time series (Q2448410) (← links)
- A FIXED-<i>b</i>TEST FOR A BREAK IN LEVEL AT AN UNKNOWN TIME UNDER FRACTIONAL INTEGRATION (Q2933189) (← links)
- Asymptotic F test in regressions with observations collected at high frequency over long span (Q6108300) (← links)
- High-dimensional IV cointegration estimation and inference (Q6193065) (← links)
- Robust testing for explosive behavior with strongly dependent errors (Q6193068) (← links)