Resolving spurious regressions and serially correlated errors
Christos Agiakloglou
| Year of publication: |
2013
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| Authors: | Agiakloglou, Christos N. |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 45.2013, 3, p. 1361-1366
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| Subject: | Spurious regressions | Stationary and non-stationary processes | Lagged dependent variable | Serially correlated errors | ARCH(I) errors | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Statistischer Fehler | Statistical error | Zeitreihenanalyse | Time series analysis | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010222386