A note on computing \(r\)-squared and adjusted \(r\)-squared for trending and seasonal data

DOI10.1016/0165-1765(91)90054-OzbMath0729.90631OpenAlexW2026152115MaRDI QIDQ806752

Jeffrey M. Wooldridge

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90054-o

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Related Items (2)

Interrelations among SMED stages: a causal model ⋮ Nonsense regressions due to neglected time-varying means

Cites Work

• Understanding spurious regressions in econometrics
• Spurious regressions in econometrics
• A computationally simple heteroskedasticity and serial correlation robust standard error for the linear regression model

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