Regressive Analysis of Non-stationary Economic Time Series

The goal of article is to explain the integrated process and stochastic trend like an origin of seeming regression and clarifies a way of detection. The first part contains a description and clarification of stationer and non-stationer attributes of generating process in time series. The second parts depict a seeming regression and newest knowledge about this problems obtained by an application of simulation studies.

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Year of publication:	1997
Authors:	Arlt, Josef
Published in:	Politická ekonomie. - Vysoká Škola Ekonomická v Praze, ISSN 0032-3233. - Vol. 1997.1997, 2, p. 281-290
Publisher:	Vysoká Škola Ekonomická v Praze

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008519426