Error Mis-Specification and Spurious Regressions

DOI10.2307/2526317zbMath0397.62089OpenAlexW2023626645MaRDI QIDQ4181164

Paul Newbold, Neville Davies

Publication date: 1978

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526317

zbMATH Keywords

Economic Time SeriesError Mis-SpecificationSpurious Regressions

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (4)

A new approximate point optimal test of a composite null hypothesis ⋮ Testing for ar(1) against ima(1,1) disturbances in the linear regression model ⋮ Testing for autoregressive against moving average errors in the linear regression model ⋮ Evidence of ARCH(1) Errors in the Context of Spurious Regressions

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