Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (Q1371374)

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Random walks with drifts: Nonsense regression and spurious fixed-effect estimation
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    Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (English)
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    7 January 1998
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    spurious regressions
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    fixed-effect models
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    random walks
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    drifts
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