Spurious Instrumental Variables
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Publication:3585297
DOI10.1080/03610920902948269zbMath1318.62082OpenAlexW2161786895MaRDI QIDQ3585297
Publication date: 19 August 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://mpra.ub.uni-muenchen.de/58779/1/MPRA_paper_58779.pdf
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)
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Cites Work
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- Statistical Inference in Instrumental Variables Regression with I(1) Processes
- Structural breaks with deterministic and stochastic trends
- Understanding spurious regressions in econometrics
- Spurios regression theory with nonstationary fractionally integrated processes
- Random walks with drifts: Nonsense regression and spurious fixed-effect estimation
- Spurious regressions with stationary processes around linear trends
- Simple Regressions with Linear Time Trends
- Spurious Regression Under Broken-Trend Stationarity
- SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES
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