Pages that link to "Item:Q1082027"
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The following pages link to Understanding spurious regressions in econometrics (Q1082027):
Displaying 50 items.
- New unit root asymptotics in the presence of deterministic trends. (Q1867744) (← links)
- Bayesian model selection and prediction with empirical applications (Q1899250) (← links)
- Cointegration tests in the presence of structural breaks (Q1906293) (← links)
- Alternative methods of detrending and the power of unit root tests (Q1915448) (← links)
- Estimation in dynamic regression with an integrated process (Q1918130) (← links)
- On the asymptotic \(t\)-test for large nonstationary panel models (Q1927111) (← 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)
- 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)
- Asymptotics of Yule's nonsense correlation for Ornstein-Uhlenbeck paths: a Wiener chaos approach (Q2154948) (← links)
- Spurious functional-coefficient regression models and robust inference with marginal integration (Q2155302) (← 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)
- Alternative estimators and unit root tests for seasonal autoregressive processes (Q2439051) (← links)
- Semiparametric estimation in triangular system equations with nonstationarity (Q2442578) (← links)
- Challenges of trending time series econometrics (Q2486184) (← links)
- On the performance of the DHF tests against nonstationary alternatives (Q2489804) (← links)
- Testing for cointegration in the presence of mis-specified structural change (Q2497796) (← links)
- Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
- Summability of stochastic processes -- a generalization of integration for non-linear processes (Q2511790) (← links)
- Micro versus macro cointegration in heterogeneous panels (Q2630160) (← links)
- Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) (← links)
- A simple solution of the spurious regression problem (Q2691758) (← links)
- A CONSISTENT NONPARAMETRIC TEST ON SEMIPARAMETRIC SMOOTH COEFFICIENT MODELS WITH INTEGRATED TIME SERIES (Q2826009) (← links)
- A simple solution for spurious regressions (Q2830774) (← links)
- UNIT ROOTS: A SELECTIVE REVIEW OF THE CONTRIBUTIONS OF PETER C. B. PHILLIPS (Q2878818) (← links)
- PETER C.B. PHILLIPS’S CONTRIBUTIONS TO PANEL DATA METHODS (Q2878821) (← links)
- (Q2971499) (← links)
- The performance of the overall tests of seasonal integration against nonstationary alternatives: A unifying approach (Q3171925) (← links)
- Statistical Tests and Estimators of the Rank of a Matrix and Their Applications in Econometric Modelling (Q3182773) (← links)
- Estimating cointegrating relations from a cross section (Q3367411) (← links)
- UNBALANCED COINTEGRATION (Q3408520) (← links)
- A RESIDUAL-BASED LM-TYPE TEST AGAINST FRACTIONAL COINTEGRATION (Q3434191) (← 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)
- Bootstrapping Autoregression under Non-stationary Volatility (Q3499425) (← links)
- A note on spurious regression in seasonal time series (Q3543755) (← links)
- Asymptotic properties of estimators for the linear panel regression model with random individual effects and serially correlated errors: the case of stationary and non-stationary regressors and residuals (Q3548524) (← links)
- Spurious Instrumental Variables (Q3585297) (← links)
- Test for cointegration based on two-stage least squares (Q3592025) (← 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)
