Politická ekonomie 1997, 45(2):281-290 | DOI: 10.18267/j.polek.280

Regresní analýza nestacionárních ekonomických časových řad

Josef Arlt

Regressive Analysis of Non-stationary Economic Time Series

The goal of article is to explain the integrated process and stochastic trend like an origin of seeming regression and clarifies a way of detection. The first part contains a description and clarification of stationer and non-stationer attributes of generating process in time series. The second parts depict a seeming regression and newest knowledge about this problems obtained by an application of simulation studies.

Published: April 1, 1997  Show citation

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Arlt, J. (1997). Regressive Analysis of Non-stationary Economic Time Series. Politická ekonomie45(2), 281-290. doi: 10.18267/j.polek.280
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