New Tools for Understanding Spurious Regressions

Econometrica

Volumn 66, Issue 6, 1998, Pages 1299-1325

  Phillips, Peter C B ^a  

^a NONE

Author keywords

Lo ve Karhunen representation; Nonsense correlation; Orthonormal systems; Spurious regression; Weierstrass theorem

Indexed keywords

EID: 0000245909     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2999618     Document Type: Article

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