Testing for spurious and cointegrated regressions: A wavelet approach

Leong, Chee Kian, Huang, Weihong . Journal of Applied Statistics 2010. 37 (1--2) :215-233

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Bibtex

@article{CIS-242662,
  Author = {Leong, Chee Kian and Huang, Weihong},
  Title = {Testing for spurious and cointegrated regressions: A wavelet approach},
  Journal = {Journal of Applied Statistics},
  Volume = {37},
  Number = {1--2},
  Year = {2010},
  Pages = {215--233},
  Keywords = {Bootstrap, Monte Carlo simulations, Cointegration, wavelet correlation, spurious regression, wavelet covariance}
}

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