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Spurious Forecasts?

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DOI10.1002/FOR.1219zbMath1397.62348OpenAlexW2319513529MaRDI QIDQ4687260

Daniel Ventosa-Santaulària, J. Eduardo Vera Valdés, Berenice Martínez-Rivera

Publication date: 11 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://vbn.aau.dk/da/publications/47c5de16-8502-44d5-a0df-d0ab67073264

zbMATH Keywords

structural breaks deterministic trends spurious regression trending mechanism

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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