Spurious regressions with time-series data: Further asymptotic results

Communications in Statistics - Theory and Methods

Volumn 36, Issue 5, 2007, Pages 967-979

  Giles, David E A ^a  

^a UNIVERSITY OF VICTORIA   (Canada)

Author keywords

Asymptotic theory; Homoskedasticity; Normality; Spurious regression; Unit roots

Indexed keywords

ASYMPTOTIC ANALYSIS; CONVERGENCE OF NUMERICAL METHODS; OPTIMIZATION; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS; TIME SERIES ANALYSIS;

ASYMPTOTIC THEORY; HOMOSKEDASTICITY; NORMALITY; SPURIOUS REGRESSION; UNIT ROOTS;

REGRESSION ANALYSIS;

EID: 33947657846     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920601041499     Document Type: Article

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