Spurious regressions between stationary generalized long memory processes
Yixiao Sun
| Year of publication: |
2006
|
|---|---|
| Authors: | Sun, Yixiao |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 90.2006, 3, p. 446-454
|
| Subject: | Regressionsanalyse | Regression analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| 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/10003295343