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  • Search: subject:"Serially correlated errors"
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Year of publication
Subject
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Estimation theory 3 Regression analysis 3 Regressionsanalyse 3 Schätztheorie 3 Serially correlated errors 3 Time series analysis 3 Zeitreihenanalyse 3 Lagged dependent variable 2 Monte Carlo simulation 2 Monte-Carlo-Simulation 2 Spurious regressions 2 Stationary and non-stationary processes 2 ARCH(1) errors 1 ARCH(I) errors 1 Bootstrap 1 Bootstrap approach 1 Bootstrap-Verfahren 1 Statistical error 1 Statistischer Fehler 1 confidence interval 1 dynamic regression models 1 independent stationary AR(1) processes 1 inverted likelihood ratio 1 nonmonotonic power 1 serially correlated errors 1 simple regression model 1 spurious regression 1 structural change 1
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Online availability
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Undetermined 3
Type of publication
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Article 4
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3 Undetermined 1
Author
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Agiakloglou, Christos N. 2 Agiakloglou, Christos 1 Agiropoulos, Charalampos 1 Chang, Seong Yeon 1 Perron, Pierre 1
Published in...
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Applied economics letters 1 Econometric reviews 1 Empirical Economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1
Source
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ECONIS (ZBW) 3 RePEc 1
Showing 1 - 4 of 4
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Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes
Agiakloglou, Christos N.; Agiropoulos, Charalampos - In: Applied economics letters 29 (2022) 7, pp. 619-625
Persistent link: https://www.econbiz.de/10013170999
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A comparison of alternative methods to construct confidence intervals for the estimate of a break date in linear regression models
Chang, Seong Yeon; Perron, Pierre - In: Econometric reviews 37 (2018) 6/10, pp. 577-601
Persistent link: https://www.econbiz.de/10012040396
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Resolving spurious regressions and serially correlated errors
Agiakloglou, Christos - In: Empirical Economics 45 (2013) 3, pp. 1361-1366
problem of serially correlated errors as well as the problem of ARCH(1) errors. Copyright Springer-Verlag Berlin Heidelberg …
Persistent link: https://www.econbiz.de/10010793979
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Resolving spurious regressions and serially correlated errors
Agiakloglou, Christos N. - In: Empirical economics : a journal of the Institute for … 45 (2013) 3, pp. 1361-1366
Persistent link: https://www.econbiz.de/10010222386
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