Useful conclusions from surprising results

DOI10.1016/j.jeconom.2012.01.031zbMath1443.62263OpenAlexW2037568893MaRDI QIDQ527987

Clive W. J. Granger

Publication date: 12 May 2017

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0304407612000413

Mathematics Subject Classification ID

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

Related Items (2)

A simple solution for spurious regressions ⋮ Functional-coefficient cointegration models in the presence of deterministic trends

Cites Work

• Understanding spurious regressions in econometrics
• Spurious Regression Under Broken-Trend Stationarity
• A note on spurious regression in seasonal time series
• Dynamic spatial modelling of regional convergence processes
• Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
• Dynamic Econometrics
• SPURIOUS REGRESSION BETWEEN I(1) PROCESSES WITH INFINITE VARIANCE ERRORS
• New Tools for Understanding Spurious Regressions
• Nonlinear Regressions with Integrated Time Series

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