Spurious regression between long memory series due to mis-specified structural breaks

DOI10.1080/03610918.2017.1288248OpenAlexW2584368752MaRDI QIDQ5084732

Si Zhang, Hao Jin

Publication date: 28 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2017.1288248

zbMATH Keywords

long memorystructural breaksspurious regression\(t\)-ratio

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Cites Work

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