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Random walks with drifts: Nonsense regression and spurious fixed-effect estimation Author info | Abstract | Publisher info | Download info | Related research | Statistics Entorf, Horst
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 80 (1997)
Issue (Month): 2 (October)
Pages: 287-296
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Handle: RePEc:eee:econom:v:80:y:1997:i:2:p:287-296Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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