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Communications in Statistics - Simulation and Computation Volume 46, 2017 - Issue 2
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Original Articles

Evidence of spurious regression driven by heavy-tailed observations with structural changes

Hao JinCollege of Science, Xi’an University of Science and Technology, Xi’an, PR China;College of Management, Xi’an University of Science and Technology, Xi’an, PR ChinaCorrespondence[email protected]
,
Danshi ZhangCollege of Science, Xi’an University of Science and Technology, Xi’an, PR China
,
Jinsuo ZhangCollege of Management, Xi’an University of Science and Technology, Xi’an, PR China
&
Si ZhangCollege of Science, Xi’an University of Science and Technology, Xi’an, PR China
Pages 1086-1101 | Received 05 Jul 2014, Accepted 17 Nov 2014, Published online: 02 Nov 2016

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