Spurious Regressions of Stationary AR(p) Processes with Structural Breaks
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DOI: 10.2202/1558-3708.1781
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References listed on IDEAS
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Cited by:
- Gerdie Everaert & Hauke Vierke, 2016.
"Demographics and Business Cycle Volatility: A Spurious Relationship?,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(7), pages 1467-1477, November.
- Gerdie Everaert & Hauke Vierke, 2015. "Demographics And Business Cycle Volatility A Spurious Relationship?," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 15/914, Ghent University, Faculty of Economics and Business Administration.
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