The Modi ed R a Robust Measure of Association for Time Series
Year of publication: |
2014-04-24
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Authors: | Rehman, Atiq-ur- ; Malik, Muhammad Irfan |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Correlation Coefficient | Spurious Regression | Stationary Series |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Published in Electronic Journal of Applied Statistical Analysis 1.7(2014): pp. 1-13 |
Classification: | C01 - Econometrics ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C52 - Model Evaluation and Testing ; C63 - Computational Techniques |
Source: |
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