Spurious regression due to neglected of non-stationary volatility (Q2403404)

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Spurious regression due to neglected of non-stationary volatility
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    Spurious regression due to neglected of non-stationary volatility (English)
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    8 September 2017
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    spurious regression
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    non-stationary volatility
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    \(t\)-ratio test
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    asymptotic properties
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