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A simple solution of the spurious regression problem - MaRDI portal

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A simple solution of the spurious regression problem (Q2691758)

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scientific article
Language Label Description Also known as
English
A simple solution of the spurious regression problem
scientific article

    Statements

    title
    A simple solution of the spurious regression problem (English)
    0 references
    author
    Cindy Shin-Huei Wang
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    Christian M. Hafner
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    publication date
    30 March 2023
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    zbMATH Keywords
    autoregressive approximation
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    cointegration
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    generalized Cochrane-Orcutt estimation
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    spurious regression
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    Identifiers

    Mathematics Subject Classification ID
    62P20
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    62M10
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    62F12
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    zbMATH DE Number
    7669595
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    OpenAlex ID
    W2767191386
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