Spurious regression and lurking variables

DOI10.1016/j.spl.2011.08.015zbMath1225.62034OpenAlexW2083503249MaRDI QIDQ645466

Daniel Ventosa-Santaulària, Lizeth García-Belmonte

Publication date: 15 November 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2011.08.015

zbMATH Keywords

trending mechanism

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear inference, regression (62J99)

Related Items (1)

The spurious regression of AR(\(p\)) infinite-variance sequence in the presence of structural breaks

Cites Work

• Spurious regression
• Understanding spurious regressions in econometrics
• Spurious regressions in econometrics
• Spurious regressions with stationary processes around linear trends
• Simple Regressions with Linear Time Trends
• Spurious Correlation: A Causal Interpretation

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