Evidence of ARCH(1) Errors in the Context of Spurious Regressions (Q3652722)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evidence of ARCH(1) Errors in the Context of Spurious Regressions |
scientific article |
Statements
Evidence of ARCH(1) Errors in the Context of Spurious Regressions (English)
0 references
16 December 2009
0 references
ARCH(1) errors
0 references
serially correlated errors
0 references
spurious regression
0 references
stationary and non stationary processes
0 references
