The spurious regression of fractionally integrated processes (Q1973433)
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scientific article; zbMATH DE number 1437077
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The spurious regression of fractionally integrated processes |
scientific article; zbMATH DE number 1437077 |
Statements
The spurious regression of fractionally integrated processes (English)
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2000
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Fractionally integrated processes
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Long memory
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Spurious regression
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Spurious detrending
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0.9526198
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0.8942668
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0.89227587
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0.88972646
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0.8848494
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0.8843049
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