Spurious regressions between stationary generalized long memory processes
type: Item
instance of: scholarly article
title: Spurious regressions between stationary generalized long memory processes
zbMATH Open document ID: 1255.62284
author: Yixiao Sun
published in: Economics Letters
publication date: 2013-01-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M15
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 6122299
zbMATH Keywords: cyclical co-movement
zbMATH Keywords: Gegenbauer processes
MaRDI profile type: Publication
full work available at URL: j.econlet.2005.10.009
OpenAlex ID: W2020522976
cites work: Estimating a generalized long memory process
cites work: A GENERALIZED FRACTIONALLY INTEGRATED AUTOREGRESSIVE MOVING-AVERAGE PROCESS
cites work: Spurious regressions in econometrics
cites work: ON GENERALIZED FRACTIONAL PROCESSES
cites work: ON GENERALIZED FRACTIONAL PROCESSES – A CORRECTION
cites work: SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES
cites work: Spurios regression theory with nonstationary fractionally integrated processes
cites work: Understanding spurious regressions in econometrics
cites work: A CONVERGENT t-STATISTIC IN SPURIOUS REGRESSIONS
cites work: The spurious regression of fractionally integrated processes
DOI: 10.1016/J.ECONLET.2005.10.009
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description: scientific article; zbMATH DE number 6122299