A comment on ‘resolving spurious regressions and serially correlated errors’
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References listed on IDEAS
- Martínez-Rivera, Berenice & Ventosa-Santaulària, Daniel, 2012. "A comment on ‘Is the spurious regression problem spurious?’," Economics Letters, Elsevier, vol. 115(2), pages 229-231.
- Gueorgui I. Kolev, 2011. "The "spurious regression problem" in the classical regression model framework," Economics Bulletin, AccessEcon, vol. 31(1), pages 925-937.
- Phillips, P.C.B., 1986.
"Understanding spurious regressions in econometrics,"
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Elsevier, vol. 33(3), pages 311-340, December.
- Peter C.B. Phillips, 1985. "Understanding Spurious Regressions in Econometrics," Cowles Foundation Discussion Papers 757, Cowles Foundation for Research in Economics, Yale University.
- Granger, C. W. J. & Newbold, P., 1974. "Spurious regressions in econometrics," Journal of Econometrics, Elsevier, vol. 2(2), pages 111-120, July.
- Christos Agiakloglou, 2013. "Resolving spurious regressions and serially correlated errors," Empirical Economics, Springer, vol. 45(3), pages 1361-1366, December.
- McCallum, Bennett T., 2010. "Is the spurious regression problem spurious?," Economics Letters, Elsevier, vol. 107(3), pages 321-323, June.
More about this item
KeywordsSpurious regression; Autocorrelation corrective methods; Unit roots; Shifts; Fractional integration;
StatisticsAccess and download statistics
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