SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Spurious Regressions with Processes Around Linear Trends or Drifts
6 references·0 citing·30 second hop
Spurious Regressions with Processes Around Linear Trends or Drifts (2003)Spurious Regressions with Processes Aroun…Spurious regressions with stationary series (2001)Spurious regressions with sta…The spurious regression of fractionally integrated processes (2000)The spurious regression of fr…Spurious regression theory with nonstationary fractionally integrated processes (1998)Spurious regression theory wi…Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (1997)Random walks with drifts: Non…Spurious regressions when stationary regressors are included (1996)Spurious regressions when sta…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…Some properties of time series data and their use in econometric model specification (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Asymptotic Properties of Residual Based Tests for Cointegration (1990)Spurious correlation of I(0) regressors in models with an I(1) dependent variable (2006)Growth and oil price: A study of causal relationships in small Pacific Island countries (2009)Fractional Brownian Motions, Fractional Noises and Applications (1968)AN INTRODUCTION TO LONG‐MEMORY TIME SERIES MODELS AND FRACTIONAL DIFFERENCING (1980)Trends and random walks in macroeconmic time series (1982)Demography and housing demand—what can we learn from residential construction data? (2006)An Effective Approach to the Repeated Cross‐Sectional Design (2014)Error Correction Methods with Political Time Series (2016)Fractional Differencing (1981)Spurious Regressions in Financial Economics? (2000)Challenges of trending time series econometrics (2005)Spurious Regression and Trending Variables* (2007)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)Convergence Across States and Regions (1991)Analysis of Panel Data (2003)Spurious regressions with stationary processes around linear trends (2004)Income Inequality and Health: Evidence from Developed and Developing Countries (2015)The long-run effect of foreign direct investment on total factor productivity in developing countries: a panel cointegration analysis (2017)Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)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)
this work references cited by second hop

References

  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 1997Random walks with drifts: Nonsense regression and spurious fixed-effect estimation168 cited
  • 2001Spurious regressions with stationary series148 cited
  • 2000The spurious regression of fractionally integrated processes134 cited
  • 1998Spurious regression theory with nonstationary fractionally integrated processes68 cited
  • 1996Spurious regressions when stationary regressors are included22 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work