Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074)
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scientific article; zbMATH DE number 7308436
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| English | Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root |
scientific article; zbMATH DE number 7308436 |
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Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (English)
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9 February 2021
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local parameter
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processes moderately deviated from a unit root
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robust inference
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spurious regressions
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\(t\)-statistic
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0.8094532489776611
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0.8087360262870789
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0.7914384603500366
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0.7818936705589294
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0.7791340947151184
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