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ArticleSpurious regressions with stationary processes around linear trends

Tae‐Hwan Kim2004

Article2004

Spurious regressions with stationary processes around linear trends

Tae‐Hwan Kim · Paul Newbold

43 citations·0/0 files stored·Economics Letters

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Monetary Policy and Economic Impact Complex Systems and Time Series Analysis Diverse Scientific and Economic Studies

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References

1986Understanding spurious regressions in econometrics 1997Random walks with drifts: Nonsense regression and spurious fixed-effect estimation 2001Spurious regressions with stationary series

Cited by

2009Spurious Regression 2006Spurious Regression Under Broken‐Trend Stationarity 2010A note on spurious significance in regressions involving I(0) and I(1) variables 2006Spurious correlation of I(0) regressors in models with an I(1) dependent variable

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2003Spurious Regressions with Processes Around Linear Trends or Driftspreprint · 3 shared references 2006Spurious correlation of I(0) regressors in models with an I(1) dependent variablearticle · 3 shared references 2014Frequency and aircraft size dynamics in a concentrated growth market: The case of the Chinese domestic marketarticle · 2 shared references 2007Spurious Regression and Trending Variables*article · 2 shared references 2009To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression modelsarticle · 2 shared references 2008Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regressionarticle · 2 shared references

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Year2004

Typearticle

Published2004-02-21

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations43

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1016/j.econlet.2003.10.020

openalex_workW1974548006

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