Spurious Regressions with Processes Around Linear Trends or Drifts

Preprint

1 January 2003

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.422500

Abstract

In this paper we consider the situation where the deterministic components of the processes generating individual series are linear trends and the individual se

Keywords

SSRN
SPURIOUS REGRESSIONS WITH PROCESSES AROUND LINEAR TRENDS OR DRIFTS
TAE-HWAN KIM
YOUNG-SOOK LEE
PAUL NEWBOLD

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