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Search: subject:"Stationary and non-stationary processes"
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Stationary and non-stationary processes
3
Lagged dependent variable
2
Serially correlated errors
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Spurious regressions
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ARCH(1) errors
1
ARCH(I) errors
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ARMA processes
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Agiakloglou, Christos
1
Agiakloglou, Christos N.
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Díaz, Sonia
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Vilar, José
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Empirical Economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Resolving spurious regressions and serially correlated errors
Agiakloglou, Christos
- In:
Empirical Economics
45
(
2013
)
3
,
pp. 1361-1366
This study investigates the spurious regression phenomenon for two independent
stationary
and
non-stationary
processes
…
Persistent link: https://www.econbiz.de/10010793979
Saved in:
2
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
Saved in:
3
Comparing Several Parametric and Nonparametric Approaches to Time Series Clustering: A Simulation Study
Díaz, Sonia
;
Vilar, José
- In:
Journal of Classification
27
(
2010
)
3
,
pp. 333-362
Persistent link: https://www.econbiz.de/10008775695
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