The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks |
scientific article |
Statements
The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (English)
0 references
2 November 2018
0 references
spurious regression
0 references
infinite-variance sequence
0 references
\(t\)-ratios
0 references
structural breaks
0 references
0 references
0 references
0 references