Spurious regressions with stationary processes around linear trends

DOI10.1016/j.econlet.2003.10.020zbMath1255.62257OpenAlexW1974548006MaRDI QIDQ1927495

Paul Newbold, Tae-Hwan Kim, Young-Sook Lee

Publication date: 1 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2003.10.020

zbMATH Keywords

stationary around trends

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (9)

Spurious regression due to neglected of non-stationary volatility ⋮ Spurious regression ⋮ Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable ⋮ Spurious regression and lurking variables ⋮ A note on spurious regression in seasonal time series ⋮ Spurious Instrumental Variables ⋮ A simple solution for spurious regressions ⋮ Spurious Regressions in Time Series with Long Memory ⋮ Spurious Regression Under Broken-Trend Stationarity

Cites Work

• Understanding spurious regressions in econometrics
• Spurious regressions in econometrics
• Random walks with drifts: Nonsense regression and spurious fixed-effect estimation
• Simple Regressions with Linear Time Trends

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