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Understanding spurious regressions in econometrics

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Phillips, P.C.B.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4599JH5-1R/2/a4a9f801ec1dd3bc3d7b6b038d62ae48
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 33 (1986)
Issue (Month): 3 (December)
Pages: 311-340
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Handle: RePEc:eee:econom:v:33:y:1986:i:3:p:311-340

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Web page: http://www.elsevier.com/locate/jeconom

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  1. Peter C.B. Phillips, 1985. "Asymptotic Expansions in Nonstationary Vector Autoregressions," Cowles Foundation Discussion Papers 765, Cowles Foundation, Yale University. [Downloadable!]
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  2. Peter C.B. Phillips & Steven N. Durlauf, 1985. "Multiple Time Series Regression with Integrated Processes," Cowles Foundation Discussion Papers 768, Cowles Foundation, Yale University. [Downloadable!]
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  3. Peter C.B. Phillips, 1985. "Time Series Regression with a Unit Root," Cowles Foundation Discussion Papers 740R, Cowles Foundation, Yale University, revised Feb 1986. [Downloadable!]
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  4. Bhargava, Alok, 1986. "On the Theory of Testing for Unit Roots in Observed Time Series," Review of Economic Studies, Blackwell Publishing, vol. 53(3), pages 369-84, July. [Downloadable!] (restricted)
  5. Plosser, Charles I. & Schwert*, G. William, 1978. "Money, income, and sunspots: Measuring economic relationships and the effects of differencing," Journal of Monetary Economics, Elsevier, vol. 4(4), pages 637-660, November. [Downloadable!] (restricted)
  6. Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July. [Downloadable!] (restricted)
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