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ARDL as an Elixir Approach to Cure for Spurious Regression in Nonstationary Time Series
16 references·0 citing·39 second hop
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1982Trends and random walks in macroeconmic time series4,670 cited
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  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
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  • 1988Testing for Common Trends1,894 cited
  • 1986Understanding spurious regressions in econometrics1,782 cited
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  • 1997The Role of Economic Theory in Modelling The Long Run726 cited
  • 1983The Econometric Analysis of Economic Time Series372 cited
  • 1978Money, income, and sunspots: Measuring economic relationships and the effects of differencing219 cited
  • 2006

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Data Collection and Analysis
213 cited
  • 2020The Uncertain Unit Root in Real GNP168 cited
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