Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root
Yingqian Lin, Yundong Tu
| Year of publication: |
2020
|
|---|---|
| Authors: | Lin, Yingqian ; Tu, Yundong |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 219.2020, 1, p. 52-65
|
| Subject: | Statistic | Local parameter | Processes moderately deviated from a unit root | Robust inference | Spurious regressions | Einheitswurzeltest | Unit root test | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Kointegration | Cointegration | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.04.038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483188