Correlation theory of spuriously related higher order integrated processes

Economics Letters

Volumn 50, Issue 2, 1996, Pages 169-173

  Marmol, Francesc ^a  

^a UNIVERSITAT AUTÒNOMA DE BARCELONA   (Spain)

Author keywords

Correlation coefficient; I(d) processes

Indexed keywords

EID: 0030306920     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(95)00738-5     Document Type: Article

References (11)

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11. Yule, G.U., 1926, Why do we sometimes get nonsense-correlations between time-series? A study in sampling and the nature of time-series, Journal of the Royal Statistical Society 89, 1-64.