Correlation theory of spuriously related higher order integrated processes
- 29 February 1996
- journal article
- Published by Elsevier in Economics Letters
- Vol. 50 (2) , 169-173
- https://doi.org/10.1016/0165-1765(95)00738-5
Abstract
No abstract availableThis publication has 6 references indexed in Scilit:
- Understanding spurious regressions in econometricsPublished by Elsevier ,2002
- SPURIOUS REGRESSIONS BETWEEN I(d) PROCESSESJournal of Time Series Analysis, 1995
- An Alternative Approach to the Asymptotic Theory of Spurious Regression, Cointegration, and Near CointegrationEconometric Theory, 1993
- The Fredholm Approach to Asymptotic Inference on Nonstationary and Noninvertible Time Series ModelsEconometric Theory, 1990
- Statistical Inference in Regressions with Integrated Processes: Part 1Econometric Theory, 1988
- Why do we Sometimes get Nonsense-Correlations between Time-Series?--A Study in Sampling and the Nature of Time-SeriesJournal of the Royal Statistical Society, 1926