Random walks with drifts: Nonsense regression and spurious fixed-effect estimation
type: Item
instance of: scholarly article
title: Random walks with drifts: Nonsense regression and spurious fixed-effect estimation
zbMATH Open document ID: 0887.62088
DOI: 10.1016/S0304-4076(97)00041-9
author: Horst Entorf
published in: Journal of Econometrics
publication date: 1998-01-07T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 1080773
zbMATH Keywords: spurious regressions
zbMATH Keywords: fixed-effect models
zbMATH Keywords: random walks
zbMATH Keywords: drifts
MaRDI profile type: Publication
cites work: Trends versus Random Walks in Time Series Analysis
cites work: Spurious regressions in econometrics
cites work: Dynamic Econometrics
cites work: Q3747597
cites work: Understanding spurious regressions in econometrics
cites work: Inference in Linear Time Series Models with some Unit Roots
full work available at URL: s0304-4076(97)00041-9
OpenAlex ID: W2093415484
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description: scientific article; zbMATH DE number 1080773