Spurious Periodicity in Inappropriately Detrended Time Series

• 1 May 1981
• journal article
• Published by JSTOR in Econometrica
• Vol. 49  (3) , 741
• https://doi.org/10.2307/1911520

Abstract

Keywords

• TIME SERIES
• SPURIOUS PERIODICITY
• DETRENDED TIME
• INAPPROPRIATELY DETRENDED

All Related Versions

• Version 1, RePEc (Unconfirmed version)