A drunk and her dog: a spurious relation? Cointegration tests as instruments to detect spurious correlations between integrated time series
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DOI: 10.1007/s11135-008-9168-9
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Keywords
Spurious correlation; Spurious regression; Cointegration; Multivariate time series analysis; Psychological process research; Longitudinal analysis; Stationarity; Monte Carlo experiments;All these keywords.
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