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References from Spurious regression theory with nonstationary fractionally integrated processes. Local targets link to admitted publications; unresolved targets remain external evidence.
A functional limit theorem for fractional processes
1988 · External reference
Long memory processes and fractional integration in econometrics
10.1016/0304-4076(95)01732-1 · 1996 · External reference
A fractional cointegration analysis of purchasing power parity
10.2307/1391310 · 1993 · External reference
Efficient estimation of cointegrating relationships among higher order and fractionally integrated processes
1996 · External reference
Cointegration and error correction. Representation, estimation, and testing
10.2307/1913236 · 1987 · External reference
Agrégation de processus autorégressifs d'ordre I
1987 · External reference
Least squares and fractionally integrated regressors
1989 · External reference
The typical spectral shape of an economic variable
10.2307/1909859 · 1966 · External reference
Long memory relationships and the aggregation of dynamic models
10.1016/0304-4076(80)90092-5 · 1980 · External reference
An introduction to long memory time series models and fractional differencing
10.1111/j.1467-9892.1980.tb00297.x · 1980 · External reference
Spurious regressions in econometrics
10.1016/0304-4076(74)90034-7 · 1974 · External reference
The asymptotics of single-equation cointegration regressions with 1(1) and 1(2) variables
10.1016/0304-4076(93)01564-3 · 1994 · External reference
Spurious regressions when stationary regressors are included
10.1016/0165-1765(95)00728-8 · 1996 · External reference
Fractional differencing
10.1093/biomet/68.1.165 · 1981 · External reference
The mathematical structure of error correction models
10.1090/conm/080/999021 · 1988 · External reference
Spurious regressions between 1(d) processes
10.1111/j.1467-9892.1995.tb00236.x · 1995 · External reference
Nonsense regressions between integrated processes of different orders
10.1111/j.1468-0084.1996.mp58003006.x · 1996 · External reference
Understanding spurious regressions in econometrics
10.1016/0304-4076(86)90001-1 · 1986 · External reference
Why we sometimes get nonsense correlations between time series? A study in sampling and the nature of time-series
10.2307/2341482 · 1926 · External reference
