Pages that link to "Item:Q1222926"
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The following pages link to Spurious regressions in econometrics (Q1222926):
Displaying 50 items.
- The unbiasedness hypothesis in the freight forward market: Evidence from cointegration tests (Q1774554) (← links)
- Can log-periodic power law structures arise from random fluctuations? (Q1782685) (← links)
- Spurious regressions with high-order models: a reconsideration (Q1787610) (← links)
- On the formulation of empirical models in dynamic econometrics (Q1837512) (← links)
- Are saving and investment cointegrated? An ARDL bounds testing approach. (Q1852925) (← links)
- A simple message for autocorrelation correctors: Don't (Q1899249) (← links)
- Alternative methods of detrending and the power of unit root tests (Q1915448) (← links)
- Logarithmic spurious regressions (Q1927368) (← links)
- Spurious regressions with stationary processes around linear trends (Q1927495) (← links)
- Spurious nonlinear regressions in econometrics (Q1927829) (← links)
- Spurious regressions between stationary generalized long memory processes (Q1929069) (← links)
- Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable (Q1929090) (← links)
- Multicointegration under measurement errors (Q1934093) (← links)
- How does monetary policy influence capital markets? Using a threshold regression model (Q1945438) (← links)
- Spurious spatial regression with equal weights (Q1957158) (← links)
- The spurious regression of fractionally integrated processes (Q1973433) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Understanding nonsense correlation between (independent) random walks in finite samples (Q2122808) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← links)
- Measuring benchmark damages in antitrust litigation: extensions and practical implications (Q2181494) (← links)
- Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- Spurious regression due to neglected of non-stationary volatility (Q2403404) (← links)
- Testing the persistence of the forward premium: structural changes or misspecification? (Q2416175) (← links)
- Fiscal episodes and market power (Q2416246) (← links)
- Challenges of trending time series econometrics (Q2486184) (← links)
- A strategy for testing the unit root in AR(1) model with intercept: a Monte Carlo experiment (Q2495837) (← links)
- Testing for cointegration in the presence of mis-specified structural change (Q2497796) (← links)
- The topology of overlapping portfolio networks (Q2520732) (← links)
- Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach (Q2691690) (← links)
- A simple solution of the spurious regression problem (Q2691758) (← links)
- Market concentration and market power of the Swedish mortgage sector -- a wavelet panel efficiency analysis (Q2691767) (← links)
- A simple solution for spurious regressions (Q2830774) (← links)
- PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
- (Q2971498) (← links)
- (Q2971499) (← links)
- THE NEW KEYNESIAN PHILLIPS CURVE IN A TIME-VARYING COEFFICIENT ENVIRONMENT: SOME EUROPEAN EVIDENCE (Q3395271) (← links)
- Spurious Regression Under Broken-Trend Stationarity (Q3440762) (← links)
- Co-integration testing using local-to-unity detrending: the impact of structural change under the null (Q3446972) (← links)
- Linear Methods for Estimating Arma and Regression Models with Serial Correlation (Q3489227) (← links)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- A note on spurious regression in seasonal time series (Q3543755) (← links)
- Testing for spurious regression in a panel data model with the individual number and time length growing (Q3592616) (← links)
- Spurious Regressions with Time-Series Data: Further Asymptotic Results (Q3593522) (← links)
- Detecting log-periodicity in a regime-switching model of stock returns (Q3605233) (← links)
- LOCAL LIMIT THEORY AND SPURIOUS NONPARAMETRIC REGRESSION (Q3652616) (← links)
- THE PROPERTIES OF KULLBACK–LEIBLER DIVERGENCE FOR THE UNIT ROOT HYPOTHESIS (Q3652622) (← links)
- TESTING THE NULL OF NO COINTEGRATION WHEN COVARIATES ARE KNOWN TO HAVE A UNIT ROOT (Q3652628) (← links)
- NONPARAMETRIC SPECIFICATION TESTING FOR NONLINEAR TIME SERIES WITH NONSTATIONARITY (Q3652630) (← links)
