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ESTIMATING TRENDING VARIABLES IN THE PRESENCE OF FRACTIONALLY INTEGRATED ERRORS
Tsay, Wen-Jen
- In:
Econometric Theory
16
(
2000
)
03
,
pp. 324-346
Persistent link: https://www.econbiz.de/10005411754
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SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS
Tsay, Wen-Jen
- In:
Econometric Theory
15
(
1999
)
04
,
pp. 622-628
Persistent link: https://www.econbiz.de/10005610374
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