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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao
- In:
Economics letters
90
(
2006
)
3
,
pp. 446-454
Persistent link: https://www.econbiz.de/10003295343
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A new approach to robust inference in cointegration
Jin, Sainan
;
Phillips, Peter C. B.
;
Sun, Yixiao
- In:
Economics letters
91
(
2006
)
2
,
pp. 300-306
Persistent link: https://www.econbiz.de/10003327908
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3
Spurious regressions between stationary generalized long memory processes
Sun, Yixiao
- In:
Economics letters
90
(
2006
)
3
,
pp. 446-454
Persistent link: https://www.econbiz.de/10006747805
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