Work

Spurious Regression in Forecast-Encompassing Tests

Year: 1995

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466600010100

Author: Peter C.B. Phillips

Language: English

Topic: Forecasting Techniques and Applications

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2085072432

FWCI: 0.676

Cites: 2

Cited by: 3

Related to: 10