Spurious regressions with stationary processes around linear trends
From MaRDI portal
Publication:1927495
DOI10.1016/j.econlet.2003.10.020zbMath1255.62257MaRDI QIDQ1927495
Paul Newbold, Tae-Hwan Kim, Young-Sook Lee
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2003.10.020
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
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