Forward versus reverse regression and cointegration.

DOI10.1016/S0165-1765(99)00150-0MaRDI QIDQ1606267zbMATH OpenOpenAlexFDO

Authors Christina Christou, Nikitas Pittis

Publication date 24 July 2002

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0165-1765(99)00150-0

Mathematics Subject Classification ID

Linear inference, regression (62J99) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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