Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable (Q1929090)
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scientific article; zbMATH DE number 6122330
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable |
scientific article; zbMATH DE number 6122330 |
Statements
Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable (English)
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7 January 2013
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spurious regression
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stationary regressors
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simulation
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