Logarithmic spurious regressions
type: Item
instance of: scholarly article
title: Logarithmic spurious regressions
zbMATH Open document ID: 1254.91690
DOI: 10.1016/S0165-1765(03)00093-4
author: Robert de Jong
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6120120
zbMATH Keywords: spurious regression
zbMATH Keywords: unit roots
zbMATH Keywords: cointegration
MaRDI profile type: Publication
cites work: Spurious regressions in econometrics
cites work: Q4840212
cites work: ASYMPTOTICS FOR NONLINEAR TRANSFORMATIONS OF INTEGRATED TIME SERIES
cites work: Understanding spurious regressions in econometrics
full work available at URL: s0165-1765(03)00093-4
OpenAlex ID: W1988771249
description: scientific article; zbMATH DE number 6120120