The application of bootstrap-correction prewhitening HAC method in spurious regression between stationary processes

YANG Shuigen, LIU Hanzhong

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (7) : 1760-1768.

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Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (7) : 1760-1768. DOI: 10.12011/1000-6788(2016)07-1760-09

The application of bootstrap-correction prewhitening HAC method in spurious regression between stationary processes

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(7): 1760-1768 https://doi.org/10.12011/1000-6788(2016)07-1760-09

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