Testing for spurious and cointegrated regressions: A wavelet approach

Keyphrases

• Augmented Dickey-Fuller Test 50%
• Bivariate Time Series 50%
• Bootstrap-t 50%
• Cointegrating Regression 50%
• Confidence Interval 50%
• Economic Time Series 50%
• Extraterrestrial 50%
• Lag Order 50%
• Monte Carlo Study 50%
• Oil Price 50%
• Residual Test 50%
• Spurious Regression 50%
• Spuriousness 50%
• Sunspots 50%
• T-statistic 50%
• Wavelet 50%
• Wavelet Approach 100%
• Wavelet Basis 50%
• Wavelet Correlation 100%
• Wavelet Covariance 100%

Mathematics

• Bivariate 20%
• Bootstrapping 20%
• Confidence Interval 20%
• Covariance 40%
• Dickey-Fuller Test 20%
• Monte Carlo Study 20%
• Residuals 40%
• Statistics 20%
• Wavelet 100%

Economics, Econometrics and Finance

• Time Series 100%