Spurious regressions and residual-based tests for cointegration when regressors are cointegrated (Q1319001)
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scientific article; zbMATH DE number 549140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spurious regressions and residual-based tests for cointegration when regressors are cointegrated |
scientific article; zbMATH DE number 549140 |
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Spurious regressions and residual-based tests for cointegration when regressors are cointegrated (English)
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16 June 1994
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asymptotic properties
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spurious regression
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cointegrated regression
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OLS estimates
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asymptotic null distributions
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residual-based cointegration tests
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augmented Dickey-Fuller tests
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