On spurious regressions with partial unit root processes
type: Item
instance of: scholarly article
title: On spurious regressions with partial unit root processes
zbMATH Open document ID: 1400.62200
author: Yundong Tu
published in: Economics Letters
publication date: 2018-09-11T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6934706
zbMATH Keywords: balanced regression
zbMATH Keywords: partial near unit root
zbMATH Keywords: spurious regression
MaRDI profile type: Publication
full work available at URL: j.econlet.2016.11.028
OpenAlex ID: W2555365963
cites work: Threshold Autoregression with a Unit Root
cites work: Asymptotic inference for nearly nonstationary AR(1) processes
cites work: Spurious regressions in econometrics
cites work: Understanding spurious regressions in econometrics
cites work: Spurious regression
cites work: Partial unit root and linear spurious regression: a Monte Carlo simulation study
DOI: 10.1016/J.ECONLET.2016.11.028
description: scientific article; zbMATH DE number 6934706