Pages that link to "Item:Q1222926"
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The following pages link to Spurious regressions in econometrics (Q1222926):
Displaying 50 items.
- A new approximate point optimal test of a composite null hypothesis (Q269396) (← links)
- 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)
- The long-run determinants of fertility: one century of demographic change 1900--1999 (Q381050) (← links)
- Macroeconomic effects on mortality revealed by panel analysis with nonlinear trends (Q386728) (← links)
- Spurious regressions driven by excessive volatility (Q427122) (← links)
- The relationship between budgetary expenditure and economic growth in Poland (Q441045) (← links)
- Cointegration testing under structural change: reducing size distortions and improving power of residual based tests (Q520400) (← 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)
- A note on computing \(r\)-squared and adjusted \(r\)-squared for trending and seasonal data (Q806752) (← links)
- On the specification and estimation of large scale simultaneous structural macroeconometric models (Q862776) (← links)
- Unit root testing (Q862778) (← links)
- Structural vector autoregressive analysis for cointegrated variables (Q862780) (← links)
- A threshold cointegration test with increased power (Q870443) (← links)
- A Bayesian nonparametric approach for time series clustering (Q899011) (← links)
- Analytical evaluation of the power of tests for the absence of cointegration (Q899515) (← links)
- Spurious correlation under fractional integration in output series (Q974192) (← links)
- Estimating the functional form of road traffic maturity (Q1024046) (← links)
- Credit, income, and causality: a contemporary co-integration analysis (Q1044155) (← links)
- Pitfalls in market timing test (Q1046178) (← links)
- Understanding spurious regressions in econometrics (Q1082027) (← links)
- On the behavior of inconsistent instrumental variable estimators (Q1173369) (← links)
- Co-integration and trend-stationarity in macroeconomic time series. Evidence from the likelihood function (Q1193514) (← links)
- Forecasting in dynamic models with stochastic regressors (Q1222496) (← links)
- Causality in temporal systems. Characterizations and a Survey (Q1237341) (← links)
- Estimation of a non-invertible moving average process: the case of overdifferencing (Q1259392) (← links)
- Pitfalls in testing for long run relationships (Q1298439) (← links)
- Spurios regression theory with nonstationary fractionally integrated processes (Q1298444) (← 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)
- Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (Q1371374) (← links)
- Nonsense regressions due to neglected time-varying means (Q1402942) (← links)
- Price discovery, causality and forecasting in the freight futures market (Q1417897) (← 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)
- What determines the share of non-resident public debt ownership? Evidence from Euro area countries (Q1669874) (← links)
- On spurious regressions with partial unit root processes (Q1672774) (← links)
- A method for integrated process simulation in the mining industry (Q1681452) (← links)
- Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH (Q1734571) (← links)
- The scale of predictability (Q1739637) (← links)
