Spurious regressions with stationary processes around linear trends
type: Item
instance of: scholarly article
title: Spurious regressions with stationary processes around linear trends
zbMATH Open document ID: 1255.62257
author: Tae-Hwan Kim
author: Young-Sook Lee
author: Paul Newbold
published in: Economics Letters
publication date: 2013-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 6120276
zbMATH Keywords: stationary around trends
MaRDI profile type: Publication
full work available at URL: j.econlet.2003.10.020
OpenAlex ID: W1974548006
cites work: Random walks with drifts: Nonsense regression and spurious fixed-effect estimation
cites work: Spurious regressions in econometrics
cites work: Simple regressions with linear time trends
cites work: Understanding spurious regressions in econometrics
DOI: 10.1016/J.ECONLET.2003.10.020
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description: scientific article; zbMATH DE number 6120276