Response to the comment on testing for spurious and cointegrated regressions: a wavelet approach

DOI10.1080/02664763.2015.1020006OpenAlexW2064941856MaRDI QIDQ5130293

Chee Kian Leong

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2015.1020006

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Understanding spurious regressions in econometrics
• Spurious regressions in econometrics
• Asymptotic Properties of Residual Based Tests for Cointegration
• Testing for spurious and cointegrated regressions: A wavelet approach

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