A note on spurious regression and random walks with zero, local, or constant drifts
Year of publication: |
2020
|
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Authors: | Dennis, Jay |
Other Persons: | Motegi, Kaiji (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Random Walk | Random walk |
Extent: | 1 Online-Ressource (15 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 10, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3381194 [DOI] |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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