Pages that link to "Item:Q1319001"
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The following pages link to Spurious regressions and residual-based tests for cointegration when regressors are cointegrated (Q1319001):
Displaying 8 items.
- Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
- Spurious regressions when stationary regressors are included (Q672763) (← links)
- Spurious regression and residual-based tests for cointegration in panel data (Q1305656) (← links)
- Testing the null of stationarity for multiple time series (Q1305677) (← links)
- The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
- Nonsense regressions due to neglected time-varying means (Q1402942) (← links)
- Testing for spurious and cointegrated regressions: A wavelet approach (Q5123512) (← links)
- Durbin-Hausman tests for cointegration (Q5906476) (← links)