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A drunk and her dog: a spurious relation? Cointegration tests as instruments to detect spurious correlations between integrated time series

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  • Esther Stroe-Kunold
  • Joachim Werner

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  • Esther Stroe-Kunold & Joachim Werner, 2009. "A drunk and her dog: a spurious relation? Cointegration tests as instruments to detect spurious correlations between integrated time series," Quality & Quantity: International Journal of Methodology, Springer, vol. 43(6), pages 913-940, November.
    • Handle: RePEc:spr:qualqt:v:43:y:2009:i:6:p:913-940
    DOI: 10.1007/s11135-008-9168-9
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    22. John Luiz, 2001. "Temporal Association, the Dynamics of Crime, and their Economic Determinants: A Time Series Econometric Model of South Africa," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 53(1), pages 33-61, January.
    23. Zhiqiu Lin & Augustine Brannigan, 2003. "Advances in the Analysis of Non-stationary Time Series: An Illustration of Cointegration and Error Correction Methods in Research on Crime and Immigration," Quality & Quantity: International Journal of Methodology, Springer, vol. 37(2), pages 151-168, May.
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