Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes
Christos Agiakloglou and Charalampos Agiropoulos
| Year of publication: |
2022
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|---|---|
| Authors: | Agiakloglou, Christos N. ; Agiropoulos, Charalampos |
| Subject: | independent stationary AR(1) processes | Serially correlated errors | simple regression model | spurious regression | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2021.1881427 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013170999