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

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