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Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10003295343
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A new approach to robust inference in cointegration
Jin, Sainan; Phillips, Peter C. B.; Sun, Yixiao - In: Economics letters 91 (2006) 2, pp. 300-306
Persistent link: https://www.econbiz.de/10003327908
Cover Image
Spurious regressions between stationary generalized long memory processes
Sun, Yixiao - In: Economics letters 90 (2006) 3, pp. 446-454
Persistent link: https://www.econbiz.de/10006747805