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Spurious regressions with stationary processes around linear trends
3 references·4 citing·28 second hop
Spurious regressions with stationary processes around linear trends (2004)Spurious regressions with stationary proc…Spurious regressions with stationary series (2001)Spurious regressions with sta…Random walks with drifts: Nonsense regression and spurious fixed-effect estimation (1997)Random walks with drifts: Non…Understanding spurious regressions in econometrics (1986)Understanding spurious regres…A note on spurious significance in regressions involving I(0) and I(1) variables (2010)A note on spurious significan…Spurious Regression (2009)Spurious RegressionSpurious Regression Under Broken‐Trend Stationarity (2006)Spurious Regression Under Bro…Spurious correlation of I(0) regressors in models with an I(1) dependent variable (2006)Spurious correlation of I(0) …Trends and random walks in macroeconmic time series (1982)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)New bootstrap inference for spurious regression problems (2015)Trends versus Random Walks in Time Series Analysis (1988)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)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)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)Spurious Relationships for Nearly Non-Stationary Series (2021)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)Multiple Time Series Regression with Integrated Processes (1986)Bounds testing approaches to the analysis of level relationships (2001)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)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
  • 1997Random walks with drifts: Nonsense regression and spurious fixed-effect estimation168 cited
  • 2001Spurious regressions with stationary series148 cited

Cited by

  • 2009Spurious Regression38 cited
  • 2006Spurious Regression Under Broken‐Trend Stationarity30 cited
  • 2010A note on spurious significance in regressions involving I(0) and I(1) variables23 cited
  • 2006Spurious correlation of I(0) regressors in models with an I(1) dependent variable13 cited

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