Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (Q1371374)
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scientific article; zbMATH DE number 1080773
| Language | Label | Description | Also known as |
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| English | Random walks with drifts: Nonsense regression and spurious fixed-effect estimation |
scientific article; zbMATH DE number 1080773 |
Statements
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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0.83467984
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0.8329088
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0.82565963
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0.82198375
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0.82154834
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0.8185073
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