An alternative approach for testing for linear association for two independent stationary AR(1) processes
Author:
Affiliation:
1. Department of Economics, University of Piraeus , Karaoli & Dimitriou 80, Piraeus 18534, Greece
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2011.595695
Reference12 articles.
1. Evidence of ARCH(1) Errors in the Context of Spurious Regressions
2. Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
3. Some Aspects of the Time-Correlation Problem in Regard to Tests of Significance
4. Saddlepoint Approximations in Statistics
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