A note on computing r-squared and adjusted r-squared for trending and seasonal data

DOI10.1016/0165-1765(91)90054-OzbMATH Open0729.90631OpenAlexW2026152115MaRDI QIDQ806752FDOQ806752

Authors: Jeffrey M. Wooldridge 

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90054-o

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84)

Cites Work

• Understanding spurious regressions in econometrics
• Spurious regressions in econometrics
• A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model

Cited In (2)

• Nonsense regressions due to neglected time-varying means
• Interrelations among SMED stages: a causal model

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