Nonsense Regressions between Integrated Processes of Different Orders
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- Antonio E. Noriega & Daniel Ventosa-Santaulària, 2006. "Spurious Regression and Econometric Trends," Working Papers 2006-05, Banco de México.
- Phillips, Peter C.B., 2005. "Challenges of trending time series econometrics," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(5), pages 401-416.
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- Ventosa-Santaulària, Daniel, 2008. "Spurious Regression," MPRA Paper 59008, University Library of Munich, Germany.
- Zhang, Lingxiang, 2013. "Partial unit root and linear spurious regression: A Monte Carlo simulation study," Economics Letters, Elsevier, vol. 118(1), pages 189-191.
- Mármol, Francesc, 1999. "How spurious features arise in case of fractional cointegration," DES - Working Papers. Statistics and Econometrics. WS 6349, Universidad Carlos III de Madrid. Departamento de Estadística.
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- repec:kap:iaecre:v:3:y:1997:i:2:p:142-153 is not listed on IDEAS
- Kruse Robinson & Ventosa-Santaulària Daniel & Noriega Antonio E., 2017.
"Changes in persistence, spurious regressions and the Fisher hypothesis,"
Studies in Nonlinear Dynamics & Econometrics,
De Gruyter, vol. 21(3), pages 1-28, June.
- Robinson Kruse & Daniel Ventosa-Santaulària & Antonio E. Noriega, 2013. "Changes in persistence, spurious regressions and the Fisher hypothesis," CREATES Research Papers 2013-11, Department of Economics and Business Economics, Aarhus University.
- Antonio E. Noriega & Daniel Ventosa-Santaulària, 2007.
"Spurious Regression and Trending Variables,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 69(3), pages 439-444, June.
- Antonio E. Noriega & Daniel Ventosa-Santaularia, 2006. "Spurious Regression and Trending Variables," Department of Economics and Finance Working Papers EM200701, Universidad de Guanajuato, Department of Economics and Finance, revised Jan 2007.
- Noriega, Antonio E. & Ventosa-Santaulària, Daniel, 2007. "Spurious Regression and Trending Variables," MPRA Paper 58775, University Library of Munich, Germany.
- Marmol, Francesc, 1998.
"Spurious regression theory with nonstationary fractionally integrated processes,"
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- Marmol, Francesc, 1997. "Spurius regression theory with nonstationary fractionally integrated processes," DES - Working Papers. Statistics and Econometrics. WS 10733, Universidad Carlos III de Madrid. Departamento de Estadística.
- Lyócsa, Štefan & Výrost, Tomáš & Baumöhl, Eduard, 2011. "Unit-root and stationarity testing with empirical application on industrial production of CEE-4 countries," MPRA Paper 29648, University Library of Munich, Germany.
- Antonio E. Noriega & Daniel Ventosa-Santaulària, 2011. "A Simple Test for Spurious Regressions," Working Papers 2011-05, Banco de México.
- Raphael Markellos & Costas Siriopoulos, 1997. "Diversification benefits in the smaller European stock markets," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 3(2), pages 142-153, May.
- Manuel Gómez Zaldivar & Oscar Manjarrez Castro & Daniel Ventosa-Santaulària, 2009. "Regresión espuria en especificaciones dinámicas," Ensayos Revista de Economia, Universidad Autonoma de Nuevo Leon, Facultad de Economia, vol. 0(1), pages 1-20, May.
- Chris Stewart, 2011. "A note on spurious significance in regressions involving I(0) and I(1) variables," Empirical Economics, Springer, vol. 41(3), pages 565-571, December.
- Stewart, Chris, 2006. "Spurious correlation of I(0) regressors in models with an I(1) dependent variable," Economics Letters, Elsevier, vol. 91(2), pages 184-189, May.
- Davidson, James, 2002. "A model of fractional cointegration, and tests for cointegration using the bootstrap," Journal of Econometrics, Elsevier, vol. 110(2), pages 187-212, October.
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