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Estimating deterministic trends with an integrated or stationary noise component
Perron, Pierre; Yabu, Tomoyoshi - In: Journal of econometrics 151 (2009) 1, pp. 56-69
Persistent link: https://www.econbiz.de/10008257297
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Spurious regressions in technical trading
Shintani, Mototsugu; Yabu, Tomoyoshi; Nagakura, Daisuke - In: Journal of econometrics 169 (2012) 2, pp. 301-310
Persistent link: https://www.econbiz.de/10009987067
Cover Image
Estimating deterministic trends with an integrated or stationary noise component
Perron, Pierre; Yabu, Tomoyoshi - In: Journal of econometrics 151 (2009) 1, pp. 56-70
Persistent link: https://www.econbiz.de/10008889745
Cover Image
Spurious regressions in technical trading
Shintani, Mototsugu; Tomoyoshi, Yabu; Nagakura, Daisuke - In: Journal of econometrics 169 (2012) 2, pp. 301-309
Persistent link: https://www.econbiz.de/10009673181
Cover Image
Estimating deterministic trends with an integrated or stationary noise component
Perron, Pierre; Yabu, Tomoyoshi - In: Journal of econometrics 151 (2009) 1, pp. 56-69
Persistent link: https://www.econbiz.de/10003855082