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Search: subject:"spurious regression"
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spurious regression
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Meyer, Mark
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Winker, Peter
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Peter Winker*
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1
Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations
Winker, Peter
;
Meyer, Mark
-
Staatswissenschaftliche Fakultät, …
-
2004
presented within this paper indicate that HP filtered series give seriously rise to
spurious
regression
results. …
Persistent link: https://www.econbiz.de/10009211181
Saved in:
2
Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations
Winker, Peter
;
Meyer, Mark
-
2004
presented within this paper indicate that HP filtered series give seriously rise to
spurious
regression
results. …
Persistent link: https://www.econbiz.de/10010297261
Saved in:
3
Using HP Filtered Data for Econometric Analysis: Some Evidence from Monte Carlo Simulations
Meyer, Mark
;
Peter Winker*
- In:
AStA Advances in Statistical Analysis
89
(
2005
)
3
,
pp. 303-320
Persistent link: https://www.econbiz.de/10005371277
Saved in:
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