Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust estimation for structural spurious regressions and a Hausman-type cointegration test |
scientific article |
Statements
Robust estimation for structural spurious regressions and a Hausman-type cointegration test (English)
0 references
3 June 2016
0 references
spurious regression
0 references
GLS correction method
0 references
dynamic regression
0 references
test for cointegration
0 references
0 references
