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The spurious regression of fractionally integrated processes
Tsay, Wen-jen; Chung, Ching-fan - In: Journal of econometrics 96 (2000) 1, pp. 155-182
Persistent link: https://www.econbiz.de/10001466752
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The spurious regression of fractionally integrated processes
Tsay, W.-J.W.-J.; Chung, C.-F. - In: Journal of econometrics 96 (2000) 1, pp. 155-182
Persistent link: https://www.econbiz.de/10006781749
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Estimating a generalized long memory process
Chung, Ching-Fan - In: Journal of econometrics 73 (1996) 1, pp. 237-260
Persistent link: https://www.econbiz.de/10006793817
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[Besprechung von:] Henri Theil : Statistical decomposition analysis : Amsterdam 1972 ;
Balestra, Pietro - In: Journal of econometrics 3 (1975), pp. 1-319
Persistent link: https://www.econbiz.de/10001865215