A note on spurious regression in seasonal time series

DOI10.1080/00949650701412500zbMath1149.62325OpenAlexW2092277815MaRDI QIDQ3543755

Yongil Jeon, Sung K. Ahn, Byeongchan Seong

Publication date: 4 December 2008

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650701412500

zbMATH Keywords

seasonalitystochastic trenddeterministic trendseasonal cointegration

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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Cites Work

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