Spurious Regressions in Time Series with Long Memory

Author: Wang Gaowen   Han Nan-Wei  

Publisher: Taylor & Francis Ltd

E-ISSN: 1532-415X|44|4|837-854

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.44, Iss.4, 2015-02, pp. : 837-854

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Abstract