ARDL model as a remedy for spurious regression: problems, performance and prospectus
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More about this item
Keywords
Spurious regression; misspecification; Stationarity; unit root; cointegration and ARDL;All these keywords.
JEL classification:
- B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2018-02-05 (Econometrics)
- NEP-ETS-2018-02-05 (Econometric Time Series)
- NEP-ORE-2018-02-05 (Operations Research)
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