An alternative approach for testing for linear association for two independent stationary AR(1) processes
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DOI: 10.1080/00036846.2011.595695
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- Christos Agiakloglou & Apostolos Tsimpanos, 2012. "An alternative approach for testing for linear association for two independent stationary AR(1) processes," Applied Economics, Taylor & Francis Journals, vol. 44(36), pages 4799-4803, December.
- Christos Agiakloglou, 2011. "An Alternative Approach For Testing For Linear Association For Two Independent Stationary Ar(1) Processes," Post-Print hal-00730233, HAL.
References listed on IDEAS
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- Banerjee, Anindya & Dolado, Juan J. & Galbraith, John W. & Hendry, David, 1993. "Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data," OUP Catalogue, Oxford University Press, number 9780198288107.
- Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
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