Nonstationary regression models with a lagged dependent variable

DOI10.1080/03610929608831780zbMath0900.62490OpenAlexW2170334775MaRDI QIDQ4337208

Tony S. Wirjanto, Robert A. Amano

Publication date: 19 May 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831780

zbMATH Keywords

time seriesintegrationcointegrationspurious regressiondynamic regression

Mathematics Subject Classification ID

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

Cites Work

• Understanding spurious regressions in econometrics
• Spurious regressions in econometrics
• Time Series Regression with a Unit Root
• Co-Integration and Error Correction: Representation, Estimation, and Testing
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