Spurious long-horizon regression in econometrics
Year of publication: |
2010
|
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Authors: | Noriega, Antonio E. ; Ventosa-Santaulària, Daniel |
Publisher: |
Ciudad de México : Banco de México |
Subject: | long-horizon regression | asymptotic theory | deterministic and stochastic trends | unit roots | structural breaks | long-run monetary neutrality |
Series: | Working Papers ; 2010-06 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 635758024 [GVK] hdl:10419/83783 [Handle] |
Classification: | C12 - Hypothesis Testing ; C22 - Time-Series Models ; E51 - Money Supply; Credit; Money Multipliers |
Source: |
-
Spurious Long-Horizon Regression in Econometrics
Noriega, Antonio E., (2010)
-
On the Futility of Testing the Error Term Assumptions in a Spurious Regression
Giles, David E. A., (2002)
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Spurious Regressions With Time-Series data: Further Asymptotic Results
Giles, David E. A., (2006)
- More ...
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Una prueba simple para regresiones espurias
Noriega, Antonio E., (2011)
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Spurious regression and econometric trends
Noriega-Muro, Antonio E., (2006)
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Spurious regression and trending variables
Noriega-Muro, Antonio E., (2007)
- More ...