The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082)
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scientific article; zbMATH DE number 6970871
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks |
scientific article; zbMATH DE number 6970871 |
Statements
The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (English)
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2 November 2018
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spurious regression
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infinite-variance sequence
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\(t\)-ratios
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structural breaks
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