SPURIOUS REGRESSION BETWEEN <i>I</i>(1) PROCESSES WITH INFINITE VARIANCE ERRORS (Q4512740)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS |
scientific article; zbMATH DE number 1525750
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | SPURIOUS REGRESSION BETWEEN <i>I</i>(1) PROCESSES WITH INFINITE VARIANCE ERRORS |
scientific article; zbMATH DE number 1525750 |
Statements
SPURIOUS REGRESSION BETWEEN <i>I</i>(1) PROCESSES WITH INFINITE VARIANCE ERRORS (English)
0 references
18 February 2001
0 references
t-ratios
0 references
integrated processes
0 references
stable errors
0 references
long memory
0 references
0.8918832540512085
0 references
0.8918832540512085
0 references
0.8661236763000488
0 references
0.851682722568512
0 references
0.8410326838493347
0 references
