A simple diagnostic for time-series and panel-data regressions

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Bibliographic Details

Authors and Corporations:	Crump, Richard K. (Author), Gospodinov, Nikolaj (Author), Lopez Gaffney, Ignacio (Author)
Other Authors:	Gospodinov, Nikolaj [Author] • Lopez Gaffney, Ignacio [Author]
Type of Resource:	E-Book
Language:	English
published:	[New York, NY] Federal Reserve Bank of New York [2024]
Series:	Federal Reserve Bank of New York: Staff reports ; no. 1132 (October 2024)
Subjects:	leave-one-out frequency approach regression diagnostic relative contributions of different frequencies high time-series persistence and spurious regressions trigonometric basis functions orthogonalization Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen