Spurious Regressions with Stationary Gegenbauer Processes and Harmonic Processes
Year of publication: |
2003
|
---|---|
Authors: | Sun, Yixiao |
Publisher: |
[S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (24 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2002 erstellt |
Other identifiers: | 10.2139/ssrn.376400 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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