Structural Spurious Regressions and A Hausman-type Cointegration Test
Year of publication: |
2005-05
|
---|---|
Authors: | Choi, Chi-Young ; Hu, Ling ; Ogaki, Masao |
Institutions: | University of Rochester - Center for Economic Research (RCER) |
Subject: | Spurious regression | GLS correction method | Dynamic regression | Test for cointegration |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 517 38 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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