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  • Search: subject:"Stationary and non-stationary processes"
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Subject
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Stationary and non-stationary processes 3 Lagged dependent variable 2 Serially correlated errors 2 Spurious regressions 2 ARCH(1) errors 1 ARCH(I) errors 1 ARMA processes 1 Dissimilarity measures 1 Estimation theory 1 Local linear regression 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Non-linear processes 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Statistical error 1 Statistischer Fehler 1 Time series analysis 1 Time series clustering 1 Zeitreihenanalyse 1
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Undetermined 2
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Agiakloglou, Christos 1 Agiakloglou, Christos N. 1 Díaz, Sonia 1 Vilar, José 1
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Empirical Economics 1 Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria 1 Journal of Classification 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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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
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Cover Image
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:
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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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