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The analysis of nonstationary time series using regression, correlation and cointegration
Johansen, Søren - In: Contemporary economics 6 (2012) 2, pp. 40-57
There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse …
Persistent link: https://www.econbiz.de/10009767620
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Generalized canonical regression
Estrella, Arturo (contributor) - 2007
Persistent link: https://www.econbiz.de/10003522701
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Correlation, regression, and cointegration of nonstationary economic time series
Johansen, Søren (contributor) - 2007
Persistent link: https://www.econbiz.de/10003571206
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Asymmetric behavior of unemployment rates : evidence from the quantile covariate unit root test
Lee, Cheng-feng; Hu, Te-chung; Li, Ping-cheng; Tsong, … - In: Japan and the world economy : international journal of … 28 (2013), pp. 72-84
Persistent link: https://www.econbiz.de/10010240922
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Nonsense correlation and biased correlation due to heterogeneous samples
Hassler, Uwe; Thadewald, Thorsten - 2002
Persistent link: https://www.econbiz.de/10001663379
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Nonsense regressions due to neglected time-varying means
Hassler, Uwe - In: Statistical papers 44 (2003) 2, pp. 169-182
Persistent link: https://www.econbiz.de/10001744679
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Nonsense regressions due to neglected time-varying means
Hassler, Uwe - 2001
Persistent link: https://www.econbiz.de/10001538047
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The Analysis of Nonstationary Time Series Using Regression, Correlation and Cointegration
Johansen, Soren - 2012
There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse …
Persistent link: https://www.econbiz.de/10013097567
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Correlation, Regression, and Cointegration of Nonstationary Economic Time Series
Johansen, Soren - 2008
nonstationary variables that the empirical correlation and regression coefficients do not converge to the relevant population values …Yule (1926) introduced the concept of spurious or nonsense correlation, and showed by simulation that for some … distinguish between empirical and population correlation coefficients and show in a bivariate autoregressive model for …
Persistent link: https://www.econbiz.de/10012723932