Evidence of Spurious Regression Driven by Heavy-tailed Observations with Structural Changes
Jin, Hao; Zhang, Danshi; Zhang, Jinsuo; Zhang, Si
- 期刊名称Communications in Statistics - Simulation and Computation
- 作者Jin, Hao; Zhang, Danshi; Zhang, Jinsuo; Zhang, Si
- 印刷ISSN0361-0918
- 电子ISSN1532-4141
- 文件大小9198.46KB
- 发表时间2015-02-10
- DOI10.1080/03610918.2014.990098