A NOTE ON SPURIOUS REGRESSIONS WITH INTEGRATED MOVING AVERAGE ERRORS^*

• 1 August 1986
• journal article
• Published by Wiley in Oxford Bulletin of Economics and Statistics
• Vol. 48  (3) , 279-282
• https://doi.org/10.1111/j.1468-0084.1986.mp48003006.x

Abstract

Keywords

• MOVING AVERAGE
• SPURIOUS REGRESSION