The application of bootstrap-correction prewhitening HAC method in spurious regression between stationary processes | |
Yang, Shuigen; Liu, Hanzhong | |
刊名 | Systems Engineering-Theory & Practice
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2016 | |
卷号 | Vol.36 No.7页码:1760-1768 |
关键词 | prewhitening HAC method first-order bias-correction method bootstrap-correction method spurious regression |
ISSN号 | 1000-6788 |
URL标识 | 查看原文 |
公开日期 | [db:dc_date_available] |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/6071726 |
专题 | 湖南大学 |
作者单位 | 1.Mobile E-business Collaborative Innovation Center of Hunan Province, Hunan University of Commerce, Changsha 2.410205, China 3.School of Economics and Statistics, Guangzhou University, Guangzhou 4.510006, China |
推荐引用方式 GB/T 7714 | Yang, Shuigen,Liu, Hanzhong. The application of bootstrap-correction prewhitening HAC method in spurious regression between stationary processes[J]. Systems Engineering-Theory & Practice,2016,Vol.36 No.7:1760-1768. |
APA | Yang, Shuigen,&Liu, Hanzhong.(2016).The application of bootstrap-correction prewhitening HAC method in spurious regression between stationary processes.Systems Engineering-Theory & Practice,Vol.36 No.7,1760-1768. |
MLA | Yang, Shuigen,et al."The application of bootstrap-correction prewhitening HAC method in spurious regression between stationary processes".Systems Engineering-Theory & Practice Vol.36 No.7(2016):1760-1768. |
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