A simple solution for spurious regressions (Q2830774)
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scientific article; zbMATH DE number 6645917
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A simple solution for spurious regressions |
scientific article; zbMATH DE number 6645917 |
Statements
A simple solution for spurious regressions (English)
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31 October 2016
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cointegration
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detrending
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integrated process
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Monte Carlo experiments
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spurious regression
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0.845331609249115
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0.840569019317627
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0.8355472683906555
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0.8234186172485352
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0.8224722146987915
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