Logarithmic spurious regressions
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Publication:1927368
DOI10.1016/S0165-1765(03)00093-4zbMath1254.91690OpenAlexW1988771249MaRDI QIDQ1927368
Publication date: 1 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0165-1765(03)00093-4
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)
Related Items (3)
Inference on transformed stationary time series ⋮ Spurious regression ⋮ Changes in persistence, spurious regressions and the Fisher hypothesis
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