This paper investigates the asymptotic properties of the t-statistic in spurious regressions when the bandwidth in the estimation of the heteroskedasticity and ...
This is a preview. Log in through your library . SIAM Journal on Applied Mathematics contains research articles on mathematical methods and their applications in the physical, engineering, financial, ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback