Spurious regression due to neglected of non-stationary volatility (Q2403404)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spurious regression due to neglected of non-stationary volatility |
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Spurious regression due to neglected of non-stationary volatility (English)
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8 September 2017
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spurious regression
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non-stationary volatility
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\(t\)-ratio test
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asymptotic properties
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