Evidence of ARCH(1) Errors in the Context of Spurious Regressions (Q3652722)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Evidence of ARCH(1) Errors in the Context of Spurious Regressions |
scientific article |
Statements
Evidence of ARCH(1) Errors in the Context of Spurious Regressions (English)
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16 December 2009
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ARCH(1) errors
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serially correlated errors
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spurious regression
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stationary and non stationary processes
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