The spurious regression of fractionally integrated processes
| Year of publication: |
2000
|
|---|---|
| Authors: | Tsay, Wen-Jen ; Chung, Ching-Fan |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 96.2000, 1, p. 155-182
|
| Publisher: |
Elsevier |