Spurious correlation under fractional integration in output series
type: Item
instance of: scholarly article
title: Spurious correlation under fractional integration in output series
zbMATH Open document ID: 1203.91231
published in: Economics Letters
publication date: 2010-05-27T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 5712880
zbMATH Keywords: fractional integration
zbMATH Keywords: output correlations
zbMATH Keywords: stochastic systems
author: Mehmet Dalkır
MaRDI profile type: Publication
full work available at URL: j.econlet.2010.01.014
OpenAlex ID: W2063422836
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cites work: The spurious regression of fractionally integrated processes
cites work: Using Difference-Based Methods for Inference in Regression with Fractionally Integrated Processes
DOI: 10.1016/J.ECONLET.2010.01.014
description: scientific article; zbMATH DE number 5712880