Spurious regression with fractionally integrated processes

In Collections: Electronic Theses & Dissertations

Copyright Status: In Copyright

Material Type: Theses

Authors: Tsay, Wen-Jen

Date: 1995

Subjects: Linear models (Statistics)
Regression analysis

Program of Study: Economics

Degree Level: Doctoral

Language: English

Pages: x, 148 pages

Permalink: https://doi.org/doi:10.25335/y5g9-n585