Spurious Regressions with Stationary Series
Year of publication: |
1998-10-01
|
---|---|
Authors: | Granger, Clive W.J. ; Hyung, Namwon ; Jeon, Yongil |
Institutions: | Department of Economics, University of California-San Diego (UCSD) |
Subject: | autoregressions | spurious regressions | inference |
-
A Time Series Analysis of the Shanghai and New York Stock Price Indices
Chow, Gregory C., (2003)
-
Environmental Kuznets Curves for carbon emissions: A critical survey
Aslanidis, Nektarios, (2009)
-
Spurious regressions and near-multicollinearity, with an application to aid, policies and growth
Chatelain, Jean-Bernard, (2014)
- More ...
-
Occasional Structural Breaks and Long Memory
Granger, Clive W.J., (1999)
-
Granger, Clive W.J., (1998)
-
The Impact of the Use of Forecasts in Information Sets
Gallo, Giampiero M., (1999)
- More ...