Spurious regressions in econometrics

DOI10.1016/0304-4076(74)90034-7zbMath0319.62072OpenAlexW2144380346WikidataQ29012906 ScholiaQ29012906MaRDI QIDQ1222926

Clive W. J. Granger, Paul Newbold

Publication date: 1974

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(74)90034-7

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05)

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