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Spurious Regression in Forecast-Encompassing Tests

Published online by Cambridge University Press:  11 February 2009

Peter C.B. Phillips
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Abstract

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Type
Solutions
Information
Econometric Theory , Volume 11 , Issue 5 , October 1995 , pp. 1188 - 1190
Copyright
Copyright © Cambridge University Press 1995

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References

REFERENCES

Phillips, P.C.B. & Solo, V. (1992) Asymptotics for linear processes. Annals of Statistics 20, 971–1001.CrossRefGoogle Scholar