Understanding Spurious Regressions in Econometrics
Year of publication: |
1985-07
|
---|---|
Authors: | Phillips, Peter C.B. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Spurious regressions | random walk | asymptotic theory |
-
Partially Identified Econometric Models
Phillips, Peter C.B., (1987)
-
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 ...
-
On Confidence Intervals for Autoregressive Roots and Predictive Regression
Phillips, Peter C.B., (2012)
-
Nonparametric Predictive Regression
Kasparis, Ioannis, (2012)
-
Bayes Methods for Trending Multiple Time Series with an Empirical Application to the US Economy
Phillips, Peter C.B., (1992)
- More ...