The spurious regression of fractionally integrated processes
Year of publication: |
2000
|
---|---|
Authors: | Tsay, Wen-jen ; Chung, Ching-fan |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 96.2000, 1, p. 155-182
|
Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Nichtlineare Dynamik | Nonlinear dynamics |
-
Nonlinear dynamics of Kimchi premium
Seo, Myung Hwan, (2024)
-
Eliasson, Ann-Charlotte, (2001)
-
Eliasson, Ann-Charlotte, (1999)
- More ...
-
The spurious regression of fractionally integrated processes
Tsay, Wen-Jen, (2000)
-
A general model for short-term interest rates
Chung, Ching-Fan, (2000)
-
Inventory change, capacity utilization and the semiconductor industry cycle
Liu, Wen-Hsien, (2013)
- More ...