A drunk and her dog: a spurious relation? Cointegration tests as instruments to detect spurious correlations between integrated time series
Year of publication: |
2009
|
---|---|
Authors: | Stroe-Kunold, Esther ; Werner, Joachim |
Published in: |
Quality & Quantity: International Journal of Methodology. - Springer. - Vol. 43.2009, 6, p. 913-940
|
Publisher: |
Springer |
Subject: | Spurious correlation | Spurious regression | Cointegration | Multivariate time series analysis | Psychological process research | Longitudinal analysis | Stationarity | Monte Carlo experiments |
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