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Spurious regressions with stationary series
2 references·16 citing·55 second hop
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References

  • 1986Understanding spurious regressions in econometrics1,782 cited
  • 1997An introduction to stochastic unit-root processes211 cited

Cited by

  • 2009Valuing Branded Businesses117 cited
  • 2015What do scientists know about inflation hedging?94 cited
  • 2020The inflation hedging properties of gold, stocks and real estate: A comparative analysis93 cited
  • 2016Cross-Listing Waves84 cited
  • 2000The Dynamics of DAX Implied Volatilities68 cited
  • 2014Frequency and aircraft size dynamics in a concentrated growth market: The case of the Chinese domestic market59 cited
  • 2014On the time-varying relationship between EMU sovereign spreads and their determinants57 cited
  • 2009To difference or not to difference: a Monte Carlo investigation of inference in vector autoregression models52 cited
  • 2007Spurious Regression and Trending Variables*52 cited
  • 2008Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression51 cited
  • 2004Consistent Testing of Cointegrating Relationships50 cited
  • 2014Volatility and dynamic conditional correlations of worldwide emerging and frontier markets49 cited
  • 2004Spurious regressions with stationary processes around linear trends

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43 cited
  • 2011Fertility and the Personal Exemption: Comment39 cited
  • 2017Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance38 cited
  • 1996NONSENSE REGRESSIONS BETWEEN INTEGRATED PROCESSES OF DIFFERENT ORDERS37 cited