Spurious regression
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Publication:609686
DOI10.1155/2009/802975zbMATH Open1200.62112OpenAlexW4211132677WikidataQ58648724 ScholiaQ58648724MaRDI QIDQ609686FDOQ609686
Authors: Daniel Ventosa-Santaulària 
Publication date: 1 December 2010
Published in: Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://eudml.org/doc/231777
Recommendations
- Spurious regression and lurking variables
- Spurious nonlinear regressions in econometrics
- Spurious Regression Under Broken-Trend Stationarity
- Logarithmic spurious regressions
- A simple solution for spurious regressions
- A note on spurious nonlinear regression
- Spurious regressions with stationary processes around linear trends
- Spurious regressions when stationary regressors are included
- Understanding spurious regressions in econometrics
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
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- Spurious regression
- Spurious regressions when stationary regressors are included
Cited In (26)
- Trends versus Random Walks in Time Series Analysis
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS
- SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSES
- New Tools for Understanding Spurious Regressions
- Spurious regression between long memory series due to mis-specified structural breaks
- Spurious regressions driven by excessive volatility
- Spurious multivariate regressions under fractionally integrated processes
- Understanding spurious regressions in econometrics
- Spurious instrumental variables
- Bayesian log-periodic model for financial crashes
- Spurious regression
- Spurious regression and lurking variables
- The endo–exo problem in high frequency financial price fluctuations and rejecting criticality
- Spurious regressions of stationary \(AR(p)\) processes with structural breaks
- Spurious regressions in time series with long memory
- Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable
- Nonsense regressions due to neglected time-varying means
- On spurious regressions with partial unit root processes
- A note on spurious regression in seasonal time series
- Logarithmic spurious regressions
- Spurious regressions with stationary processes around linear trends
- Spurious nonlinear regressions in econometrics
- A note on spurious nonlinear regression
- Changes in persistence, spurious regressions and the Fisher hypothesis
- Partial unit root and linear spurious regression: a Monte Carlo simulation study
- A simple solution for spurious regressions
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