Spurious nonlinear regressions in econometrics

DOI10.1016/j.econlet.2004.10.016zbMath1255.62368MaRDI QIDQ1927829

Tae-Hwan Kim, Young-Sook Lee, Paul Newbold

Publication date: 2 January 2013

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

Full work available at URL: http://repec.org/res2004/LeeKimNewbold.pdf

zbMATH Keywords

random walks; nonlinear tests

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62F03: Parametric hypothesis testing

62F10: Point estimation

62J02: General nonlinear regression

60G50: Sums of independent random variables; random walks

Related Items

Spurious regression, A note on spurious nonlinear regression, Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics, DETECTION OF FUNCTIONAL FORM MISSPECIFICATION IN COINTEGRATING RELATIONS

Cites Work

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• Nonlinear Regressions with Integrated Time Series