A convergent t-statistic in spurious regressions
Year of publication: |
2004
|
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Authors: | Sun, Yixiao |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 20.2004, 5, p. 943-962
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Subject: | Statistischer Test | Statistical test | Regressionsanalyse | Regression analysis | Theorie | Theory | Heteroskedastizität | Heteroscedasticity | Autokorrelation | Autocorrelation |
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