Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable (Q1929090): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2005.11.014
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+W2009972680
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@@ Property / cites work @@
+Trends versus Random Walks in Time Series Analysis
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+Random walks with drifts: Nonsense regression and spurious fixed-effect estimation
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+Spurious regressions in econometrics
@@ Property / cites work: Spurious regressions in econometrics / rank @@
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+The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables
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+Spurious regressions when stationary regressors are included
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+Nonsense regressions due to neglected time-varying means
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@@ Property / cites work @@
+Q5554026
@@ Property / cites work: Q5554026 / rank @@
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@@ Property / cites work @@
+Spurious regressions with stationary processes around linear trends
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@@ Property / cites work @@
+SPURIOUS REGRESSIONS BETWEEN I(<i>d</i>) PROCESSES
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+Spurios regression theory with nonstationary fractionally integrated processes
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+Understanding spurious regressions in econometrics
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+A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems
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@@ Property / cites work @@
+The spurious regression of fractionally integrated processes
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@@ links / mardi / name / links / mardi / name @@
+Publication:1929090