The Spurious Regression of Fractionally Integrated Processes

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/85616

Title:	The Spurious Regression of Fractionally Integrated Processes
Authors:	Tsay, Wen-Jen Chin-Fan Chung
Issue Date:	2000
Relation:	JOURNAL OF ECONOMETRICS 96(1), 155-182
URI:	http://ir.sinica.edu.tw/handle/201000000A/85616
ISSN:	http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0304-4076&DestApp=JCR&RQ=IF_CAT_BOXPLOT
Appears in Collections:	經濟研究所

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