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The application of bootstrap-correction prewhitening HAC method in spurious regression between stationary processes
Yang, Shuigen; Liu, Hanzhong
刊名Systems Engineering-Theory & Practice
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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