HAR Testing for Spurious Regression in Trend

Phillips, Peter; Wang, Xiaohu; Zhang, Yonghui

dc.contributor.author	Phillips, Peter	en
dc.contributor.author	Wang, Xiaohu	en
dc.contributor.author	Zhang, Yonghui	en
dc.date.accessioned	2020-04-09T01:07:05Z	en
dc.date.issued	2019-12-01	en
dc.identifier.citation	Econometrics 7(4):28 pages 01 Dec 2019	en
dc.identifier.uri	http://hdl.handle.net/2292/50332	en
dc.language	English	en
dc.publisher	MDPI	en
dc.relation.ispartofseries	ECONOMETRICS	en
dc.rights	Items in ResearchSpace are protected by copyright, with all rights reserved, unless otherwise indicated. Previously published items are made available in accordance with the copyright policy of the publisher.	en
dc.rights.uri	https://researchspace.auckland.ac.nz/docs/uoa-docs/rights.htm	en
dc.rights.uri	https://creativecommons.org/licenses/by/4.0/	en
dc.subject	Social Sciences	en
dc.subject	Economics	en
dc.subject	Business & Economics	en
dc.subject	HAR inference	en
dc.subject	Karhunen-Loeve representation	en
dc.subject	spurious regression	en
dc.subject	t-statistics	en
dc.subject	FIXED-SMOOTHING ASYMPTOTICS	en
dc.subject	STATISTICAL-INFERENCE	en
dc.subject	TIME-SERIES	en
dc.subject	T TESTS	en
dc.subject	ROBUST	en
dc.subject	HETEROSKEDASTICITY	en
dc.subject	RECOMMENDATIONS	en
dc.title	HAR Testing for Spurious Regression in Trend	en
dc.type	Journal Article	en
dc.identifier.doi	10.3390/econometrics7040050	en
pubs.issue	4	en
pubs.volume	7	en
dc.rights.holder	Copyright: The authors	en
pubs.author-url	http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000505547100005&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=6e41486220adb198d0efde5a3b153e7d	en
pubs.publication-status	Published	en
dc.rights.accessrights	http://purl.org/eprint/accessRights/OpenAccess	en
pubs.subtype	Article	en
pubs.subtype	Journal	en
pubs.elements-id	791506	en
pubs.org-id	Business and Economics	en
pubs.org-id	Economics	en
dc.identifier.eissn	2225-1146	en
pubs.number	ARTN 50	en