The spurious regression of AR() infinite-variance sequence in the presence of structural breaks
- 期刊名称Computational Statistics & Data Analysis
- 作者Jin, Hao; Zhang, Jinsuo; Zhang, Si; Yu, Cong
- 卷第67卷
- 印刷ISSN0167-9473
- 文件大小1363.28KB
- 发表时间2013-11
- DOI10.1016/j.csda.2013.04.011
- 页码25-40
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