Testing for spurious and cointegrated regressions: A wavelet approach (Q5123512)
From MaRDI portal
scientific article; zbMATH DE number 7252429
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for spurious and cointegrated regressions: A wavelet approach |
scientific article; zbMATH DE number 7252429 |
Statements
Testing for spurious and cointegrated regressions: A wavelet approach (English)
0 references
29 September 2020
0 references
spurious regression
0 references
cointegration
0 references
wavelet covariance and correlation
0 references
Monte Carlo simulations
0 references
bootstrap
0 references
0 references
