Forward versus reverse regression and cointegration.

DOI10.1016/S0165-1765(99)00150-0zbMath1134.62348OpenAlexW2002002157MaRDI QIDQ1606267

Nikitas Pittis, Christina Christou

Publication date: 24 July 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00150-0

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62J99)

Cites Work

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