Spurious multivariate regressions under fractionally integrated processes

DOI10.1080/03610926.2020.1758945MaRDI QIDQ6587708zbMATH OpenFDO

Authors Daniel Ventosa-Santaulària, J. Eduardo Vera Valdés, Katarzyna Łasak

Publication date 14 August 2024

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

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