Simple Regressions with Linear Time Trends

DOI10.1111/1467-9892.00171zbMath0974.62068OpenAlexW1982103968MaRDI QIDQ2742771

Uwe Hasseler

Publication date: 23 September 2001

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9892.00171

zbMATH Keywords

time seriesregressiontrend stationarityintegrated series with driftleast squares statistics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)

Related Items (5)

Spurious regression ⋮ Spurious regressions with stationary processes around linear trends ⋮ Spurious regression and lurking variables ⋮ Spurious Instrumental Variables ⋮ A simple solution for spurious regressions

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