LSTUR regression theory and the instability of the sample correlation coefficient between financial return indices
Tim Ginker and Offer Lieberman
| Year of publication: |
2021
|
|---|---|
| Authors: | Ginker, Tim ; Lieberman, Offer |
| Subject: | Autoregression | stochastic unit root | spurious regression | time-varying coefficients | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Korrelation | Correlation | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Autokorrelation | Autocorrelation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utaa011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012504449