Logarithmic spurious regressions

DOI10.1016/S0165-1765(03)00093-4zbMath1254.91690OpenAlexW1988771249MaRDI QIDQ1927368

Robert M. de Jong

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(03)00093-4

zbMATH Keywords

cointegrationunit rootsspurious regression

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (3)

Inference on transformed stationary time series ⋮ Spurious regression ⋮ Changes in persistence, spurious regressions and the Fisher hypothesis

Cites Work

• Understanding spurious regressions in econometrics
• Spurious regressions in econometrics
• ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
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