This file is part of IDEAS , which uses RePEc data
[ Papers |
Articles |
Software |
Books |
Chapters |
Authors |
Institutions |
JEL Classification |
NEP reports |
Search |
New papers by email |
Author registration |
Rankings |
Volunteers |
FAQ |
Blog |
Help! ]
The spurious regression of fractionally integrated processes Author info | Abstract | Publisher info | Download info | Related research | Statistics Tsay, Wen-Jen
Chung, Ching-Fan
Additional information is available for the following
registered author(s):
No abstract is available for
this item.
To download:
If you experience problems downloading a file, check if you have the
proper application to
view it first. Information about this may be contained
in the File-Format links below. In case of further problems read
the IDEAS help
page . Note that these files are not on the IDEAS
site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 96 (2000)
Issue (Month): 1 (May)
Pages: 155-182
Download reference. The following formats are available: HTML
(with abstract ),
plain text
(with abstract ),
BibTeX ,
RIS (EndNote, RefMan, ProCite),
ReDIF
Handle: RePEc:eee:econom:v:96:y:2000:i:1:p:155-182Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).
Keywords: Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Thomas Lindh & Bo Malmberg, 2008.
"Demography and housing demand—what can we learn from residential construction data? ,"
Journal of Population Economics ,
Springer, vol. 21(3), pages 521-539, July.
[Downloadable!] (restricted)
Other versions: Nielsen, Morten Oe., .
"Semiparametric Estimation in Time Series Regression with Long Range Dependence ,"
Economics Working Papers
2002-17, School of Economics and Management, University of Aarhus.
[Downloadable!]
Other versions: Christopher F Baum & John Barkoulas, 2002.
"Dynamics of Intra-EMS Interest Rate Linkages ,"
Computing in Economics and Finance 2002
13, Society for Computational Economics.
[Downloadable!]
Other versions:
Christopher F. Baum & John Barkoulas, 2001.
"Dynamics of Intra-EMS Interest Rate Linkages ,"
Boston College Working Papers in Economics
492, Boston College Department of Economics, revised 04 May 2004.
[Downloadable!] Baum, Christopher F. & Barkoulas, John, 2006.
"Dynamics of Intra-EMS Interest Rate Linkages ,"
Journal of Money, Credit and Banking ,
Blackwell Publishing, vol. 38(2), pages 469-482, March.
[Downloadable!] (restricted) Antonio E. Noriega & Daniel Ventosa-Santaularia, .
"Spurious Regression and Trending Variables ,"
School of Economics Working Papers
EM200701, Universidad de Guanajuato.
[Downloadable!]
Other versions: John Barkoulas & Christopher F. Baum & Mustafa Caglayan, 1998.
"Fractional Monetary Dynamics ,"
Boston College Working Papers in Economics
321., Boston College Department of Economics.
[Downloadable!]
Other versions: Daniel Ventosa-Santaularia & Antonio E. Noriega, 2005.
"Spurious regression under broken trend stationarity ,"
Computing in Economics and Finance 2005
186, Society for Computational Economics.
[Downloadable!]
Other versions: David Berger & Alain Chaboud & Erik Hjalmarsson & Edward Howorka, 2006.
"What drives volatility persistence in the foreign exchange market? ,"
International Finance Discussion Papers
862, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Peter C.B. Phillips, 2004.
"Challenges of Trending Time Series Econometrics ,"
Cowles Foundation Discussion Papers
1472, Cowles Foundation, Yale University.
[Downloadable!]
Antonio E. Noriega & Daniel Ventosa-Santaularia, .
"Spurious regression under deterministic and stochastic trends ,"
School of Economics Working Papers
EM200503, Universidad de Guanajuato.
[Downloadable!]
M. Gerolimetto & Peter M Robinson, 2006.
"Instrumental Variables Estimation of Stationaryand Nonstationary Cointegrating Regressions ,"
STICERD - Econometrics Paper Series
/2006/500, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
[Downloadable!]
Access and
download statistics Did you know? IDEAS was sponsored from 1997 to 2002 by the Université du Québec à Montréal .
This page was last updated on 2009-11-13.
This information is provided to you by IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .