Spurious regressions with stationary series

Applied Economics

Volumn 33, Issue 7, 2001, Pages 899-904

  Granger, Clive W J ^a   Hyung, Namwon ^a   Jeon, Yongil ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

METHODOLOGY; REGRESSION ANALYSIS;

EID: 0034971485     PISSN: 00036846     EISSN: None     Source Type: Journal    
DOI: 10.1080/00036840121734     Document Type: Article

References (7)

1. Spurious regressions in economics
2. An introduction to stochastic unit-root processes
3. The asymptotics of single-equation cointegration regressions with I(1) and I(2) variables
4. Nonsense regressions between integrated processes of different orders
5. A simple, positive semidefinite, heteroskedasticity and autocorrelation consistent covariance matrix
6. Understanding spurious regressions in econometrics
7. Why do we sometimes get nonsense correlations between time series? A study in sampling and the nature of time series