Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable

DOI10.1016/j.econlet.2005.11.014zbMath1254.91623MaRDI QIDQ1929090

Chris Stewart

Publication date: 7 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2005.11.014

zbMATH Keywords

simulation; spurious regression; stationary regressors

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91B84: Economic time series analysis

91B82: Statistical methods; economic indices and measures

Related Items

Spurious regression between long memory series due to mis-specified structural breaks, A simple solution for spurious regressions

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