Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
Year of publication: |
2020
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Authors: | Lin, Yingqian ; Tu, Yundong |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 219.2020, 1, p. 52-65
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Subject: | Statistic | Local parameter | Processes moderately deviated from a unit root | Robust inference | Spurious regressions | Einheitswurzeltest | Unit root test | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation |
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