Spurious regression between long memory series due to mis-specified structural breaks (Q5084732)
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scientific article; zbMATH DE number 7549483
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spurious regression between long memory series due to mis-specified structural breaks |
scientific article; zbMATH DE number 7549483 |
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Spurious regression between long memory series due to mis-specified structural breaks (English)
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28 June 2022
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long memory
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spurious regression
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structural breaks
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\(t\)-ratio
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