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"Evidence of ARCH(1) Errors in the Context of Spurious Regressions."

Christos Agiakloglou (2009)

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DOI: 10.1080/03610910903132070

access: closed

type: Journal Article

metadata version: 2020-05-10

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Christos Agiakloglou:
Evidence of ARCH(1) Errors in the Context of Spurious Regressions. Commun. Stat. Simul. Comput. 38(9): 1803-1810 (2009)

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