ARTICLES - Spurious Regression between I(1) Processes with Infinite Variance Errors
| Year of publication: |
1999
|
|---|---|
| Authors: | Tsay, Wen-Jen |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 15.1999, 4, p. 622-628
|