Autocorrelation

Field
Subfield
Domain
OpenAlex	C5297727

Smeal faculty

• Timothy T. Simin - score 1.1
• Charles Whiteman - score 0.6
• Brent B. Moritz - score 0.6

Papers

• Spurious Regressions in Financial Economics? (2003) - cites 592
• The power problems of unit root test in time series with autoregressive errors (1992) - cites 414
• Spurious Regressions in Financial Economics? (2000) - cites 73
• Comment on “Newsvendor Demand Chasing Revisited” (2020) - cites 8