Hao Jin, Si Zhang. Spurious regression between long memory series due to mis-specified structural breaks. Communications in Statistics - Simulation and Computation, 47(3):692-711, 2018. [doi]
@article{JinZ18-4,
title = {Spurious regression between long memory series due to mis-specified structural breaks},
author = {Hao Jin and Si Zhang},
year = {2018},
doi = {10.1080/03610918.2017.1288248},
url = {https://doi.org/10.1080/03610918.2017.1288248},
researchr = {https://researchr.org/publication/JinZ18-4},
cites = {0},
citedby = {0},
journal = {Communications in Statistics - Simulation and Computation},
volume = {47},
number = {3},
pages = {692-711},
}