SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS
| Year of publication: |
1999
|
|---|---|
| Authors: | Tsay, Wen-Jen |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 15.1999, 04, p. 622-628
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |