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Spurious Regression and Trending Variables*
3 references·4 citing·27 second hop
Spurious Regression and Trending Variables* (2007)Spurious Regression and Trending Variable…Spurious regressions with stationary series (2001)Spurious regressions with sta…Spurious regression theory with nonstationary fractionally integrated processes (1998)Spurious regression theory wi…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…Enflasyon ve Ekonomik Büyüme İlişkisi: Türkiye Ekonomisi Üzerine Ekonometrik Bir Uygulama (1988-2007) (2011)Enflasyon ve Ekonomik Büyüme …A note on spurious significance in regressions involving I(0) and I(1) variables (2010)A note on spurious significan…Spurious Regression (2009)Spurious RegressionNONSENSE REGRESSIONS BETWEEN INTEGRATED PROCESSES OF DIFFERENT ORDERS (1996)NONSENSE REGRESSIONS BETWEEN …Trends and random walks in macroeconmic time series (1982)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Efficient Estimation of Cointegrating Relationships Among Higher Order and Fractionally Integrated Processes (1996)Spurious correlation of I(0) regressors in models with an I(1) dependent variable (2006)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Fractional Differencing (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Spurious Regressions in Financial Economics? (2000)Challenges of trending time series econometrics (2005)Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression (2008)An introduction to stochastic unit-root processes (1997)Valuing Branded Businesses (2009)What do scientists know about inflation hedging? (2015)The inflation hedging properties of gold, stocks and real estate: A comparative analysis (2020)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Forecasting Economic Time Series (2000)Tourism as a long-run economic growth factor: the Spanish case (2002)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Multiple Time Series Regression with Integrated Processes (1986)Bounds testing approaches to the analysis of level relationships (2001)A Contribution to the Theory of Economic Growth (1956)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Testing for a Unit Root in Time Series Regression (1988)Monetary policy and the banking sector in Turkey (2013)Effects of economic policy uncertainty and political uncertainty on business confidence and investment (2021)
this work references cited by second hop

References

  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 2001Spurious regressions with stationary series148 cited
  • 1998Spurious regression theory with nonstationary fractionally integrated processes68 cited

Cited by

  • 2009Spurious Regression38 cited
  • 1996NONSENSE REGRESSIONS BETWEEN INTEGRATED PROCESSES OF DIFFERENT ORDERS37 cited
  • 2010A note on spurious significance in regressions involving I(0) and I(1) variables23 cited
  • 2011Enflasyon ve Ekonomik Büyüme İlişkisi: Türkiye Ekonomisi Üzerine Ekonometrik Bir Uygulama (1988-2007)17 cited

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