Spurious Regression
The spurious regression phenomenon in least squares occurs for a wide range of data generating processes, such as driftless unit roots, unit roots with drift, long memory, trend and broken-trend stationarity. Indeed, spurious regressions have played a fundamental role in the building of modern time...
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| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Wiley
2009-01-01
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| Серія: | Journal of Probability and Statistics |
| Онлайн доступ: | http://dx.doi.org/10.1155/2009/802975 |