Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable
type: Item
instance of: scholarly article
title: Spurious correlation of \(I(0)\) regressors in models with an \(I(1)\) dependent variable
zbMATH Open document ID: 1254.91623
author: Chris Stewart
published in: Economics Letters
publication date: 2013-01-07T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6122330
zbMATH Keywords: spurious regression
zbMATH Keywords: stationary regressors
zbMATH Keywords: simulation
MaRDI profile type: Publication
full work available at URL: j.econlet.2005.11.014
OpenAlex ID: W2009972680
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DOI: 10.1016/J.ECONLET.2005.11.014
description: scientific article; zbMATH DE number 6122330