Spurious regressions between I(1) processes with long memory errors

✍ Scribed by Nunzio Cappuccio; Diego Lubian

• Book ID: 108549291
• Publisher: John Wiley and Sons
• Year: 1997
• Tongue: English
• Weight: 247 KB
• Volume: 18
• Category: Article
• ISSN: 0143-9782
• DOI: 10.1111/1467-9892.00054