Work

Spurious Regression in Forecast-Encompassing Tests

Year: 1994

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466600008847

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: W4211262441

FWCI: 0.651

Cites:

Cited by: 1

Related to: 10