Spurious regressions with stationary processes around linear trends
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Publication:1927495
DOI10.1016/j.econlet.2003.10.020zbMath1255.62257OpenAlexW1974548006MaRDI QIDQ1927495
Paul Newbold, Tae-Hwan Kim, Young-Sook Lee
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2003.10.020
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
Related Items (9)
Spurious regression due to neglected of non-stationary volatility ⋮ Spurious regression ⋮ Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable ⋮ Spurious regression and lurking variables ⋮ A note on spurious regression in seasonal time series ⋮ Spurious Instrumental Variables ⋮ A simple solution for spurious regressions ⋮ Spurious Regressions in Time Series with Long Memory ⋮ Spurious Regression Under Broken-Trend Stationarity
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