Spurious Regressions with Time-Series Data: Further Asymptotic Results (Q3593522)
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scientific article; zbMATH DE number 5173492
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| English | Spurious Regressions with Time-Series Data: Further Asymptotic Results |
scientific article; zbMATH DE number 5173492 |
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Spurious Regressions with Time-Series Data: Further Asymptotic Results (English)
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23 July 2007
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asymptotic theory
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homoskedasticity
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normality
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spurious regression
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unit roots
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0.9153012
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0.8933767
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0.88504916
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0.8836607
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0.88248056
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0.8773986
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