Could regression of stationary series be spurious?
Spurious regression, commonly associated with independent and (nearly) non-stationary time series, has been extensively studied. However, the potential for spurious outcomes in regression involving stationary time series remains largely unexplored, representing a gap in the literature. To address th...
| Autori principali: | , , |
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| Altri autori: | |
| Natura: | Journal Article |
| Lingua: | English |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | https://hdl.handle.net/10356/181224 |