Random walks with drifts: Nonsense regression and spurious fixed-effect estimation

Journal of Econometrics

Volumn 80, Issue 2, 1997, Pages 287-296

  Entorf, Horst ^a  

^a UNIVERSITY OF MANNHEIM   (Germany)

Author keywords

Drifts; Fixed effect models; Spurious regressions

Indexed keywords

EID: 1542430507     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(97)00041-9     Document Type: Article

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