Similar Search Results - EconBiz

Spurious regressions with stationary series

Granger, C. W. J.; Hyung, Namwon; Jeon, Yongil - 1998

Persistent link: https://www.econbiz.de/10000997640

Spurious regressions with stationary series

Granger, C. W. J.; Hyung, Namwon; Jeon, Yongil - In: Applied economics 33 (2001) 7, pp. 899-904

Persistent link: https://www.econbiz.de/10001583730

Evaluating significance : comments on "size matters"

Elliott, Graham; Granger, C. W. J. - In: The journal of socio-economics 33 (2004) 5, pp. 547-550

Persistent link: https://www.econbiz.de/10002482436

Spurious Regressions with Stationary Series

Granger, C. W. J.; Hyung, Namwon; Jeon, Yongil - 1999

A spurious regression occurs when a pair of independent series, but with strong temporal properties, are found apparently to be related according to standard inference in an OLS regression. Although this is well known to occur with pairs of independent unit root processes, this paper finds...

Persistent link: https://www.econbiz.de/10014204738

Recursive M-estimation, nonlinear regression and neural network learning with dependent observations

Kuan, Chung-ming; White, Halbert - 1991

Persistent link: https://www.econbiz.de/10000836565

An alternative definition of finite sample breakdown point with applications to regression model estimators

Sakata, Shinichi; White, Halbert - 1993

Persistent link: https://www.econbiz.de/10000878848

S-estimation of non-linear regression models with dependent and heterogeneous observations

Sakata, Shinichi; White, Halbert - In: Journal of econometrics 103 (2001) 1/2, pp. 5-72

Persistent link: https://www.econbiz.de/10001585160

Asymptotic properties of s-estimators for nonlinear regression models with dependent, heterogeneous processes

Sakata, Shinichi; White, Halbert - 1994

Persistent link: https://www.econbiz.de/10000892123

An alternative definition of finite sample breakdown point with applications to regression model estimators

Sakata, Shinichi; White, Halbert - 1994 - Rev

Persistent link: https://www.econbiz.de/10000892192

Bootstrap standard error estimates for linear regression

Gonçalves, Sílvia; White, Halbert - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 970-979

Persistent link: https://www.econbiz.de/10003107889

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