Pages that link to "Item:Q1082027"

The following pages link to Understanding spurious regressions in econometrics (Q1082027):

Displaying 50 items.

• Multivariate trend function testing with mixed stationary and integrated disturbances (Q272058) (← links)
• Nonstationary nonlinear heteroskedasticity in regression (Q278499) (← links)
• Robust estimation for structural spurious regressions and a Hausman-type cointegration test (Q290961) (← links)
• Spurious regressions driven by excessive volatility (Q427122) (← links)
• The relationship between budgetary expenditure and economic growth in Poland (Q441045) (← links)
• On the bias of the OLS estimator in a nonstationary dynamic panel data model (Q449923) (← links)
• Useful conclusions from surprising results (Q527987) (← links)
• Spurious regressions in technical trading (Q528012) (← links)
• A statistical analysis of multiple temperature proxies: are reconstructions of surface temperatures over the last 1000 years reliable? (Q542450) (← links)
• The failure of orthogonality under nonstationarity: should we care about it? (Q544476) (← links)
• A new approach to unit root testing (Q604918) (← links)
• Spurious regression (Q609686) (← links)
• Spurious regression and lurking variables (Q645466) (← links)
• Spurious regressions when stationary regressors are included (Q672763) (← links)
• Spurious deterministic seasonality (Q672885) (← links)
• Cointegration in a historical perspective (Q736567) (← links)
• A note on computing \(r\)-squared and adjusted \(r\)-squared for trending and seasonal data (Q806752) (← links)
• Unit root testing (Q862778) (← links)
• Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
• Do we reject rational expectations models too often?: Interpreting evidence using Nagar expansions (Q899955) (← links)
• Spurious correlation under fractional integration in output series (Q974192) (← links)
• Understanding spurious regressions in econometrics (Q1082027) (← links)
• Statistical analysis of cointegration vectors (Q1104685) (← links)
• Testing for cointegration using principal components methods (Q1104687) (← links)
• Forecasting and testing in co-integrated systems (Q1105971) (← links)
• Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
• Analysis of cointegration vectors using the GMM approach (Q1298431) (← links)
• Inference in possibly integrated vector autoregressive models: Some finite sample evidence (Q1298437) (← links)
• Tests for cointegration with infinite variance errors (Q1298440) (← links)
• Spurios regression theory with nonstationary fractionally integrated processes (Q1298444) (← links)
• Model selection in partially nonstationary vector autoregressive processes with reduced rank structure (Q1298458) (← links)
• Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
• The spurious effect of unit roots on vector autoregressions. An analytical study (Q1314477) (← links)
• Spurious regressions and residual-based tests for cointegration when regressors are cointegrated (Q1319001) (← links)
• Parameter estimation in regression models with errors in the vairables and autocorrelated disturbances (Q1341194) (← links)
• The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables (Q1341208) (← links)
• Estimating cointegration parameters: An application of the double bootstrap (Q1345554) (← links)
• Correlation theory of spuriously related higher order integrated processes (Q1351717) (← links)
• Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
• Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (Q1371374) (← links)
• Nonsense regressions due to neglected time-varying means (Q1402942) (← links)
• The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks (Q1615082) (← links)
• Cointegration analysis with state space models (Q1633206) (← links)
• On spurious regressions with partial unit root processes (Q1672774) (← links)
• A method for integrated process simulation in the mining industry (Q1681452) (← links)
• The scale of predictability (Q1739637) (← links)
• Weak \(\sigma\)-convergence: theory and applications (Q1740291) (← links)
• A new correlation coefficient for bivariate time-series data (Q1783111) (← links)
• Trending time series and macroeconomic activity: Some present and future challenges (Q1841083) (← links)
• A model of fractional cointegration, and tests for cointegration using the bootstrap. (Q1858969) (← links)