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Economics Letters
Volumn 87, Issue 3, 2005, Pages 301-306
Spurious nonlinear regressions in econometrics
Author keywords

Nonlinear tests; Random walk; Spurious nonlinearity
Indexed keywords

EID: 18744389165     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2004.10.016     Document Type: Article
Times cited : (12)
References (12)
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  • 4
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    • Hamilton, J.D.1
  • 6
    • 43949168783 scopus 로고
    • Testing for neglected nonlinearity in time series models
    • T.-H. Lee H. White C.W.J. Granger Testing for neglected nonlinearity in time series models Journal of Econometrics 56 1993 269-290
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  • 7
    • 79952082649 scopus 로고    scopus 로고
    • Spurious nonlinear regressions in econometrics
    • Discussion paper, University of Wales Swansea
    • Lee, Y.-S., Kim, T.-H., Newbold, P., 2004. Spurious nonlinear regressions in econometrics. Discussion paper, University of Wales Swansea.
    • (2004)
    • Lee, Y.-S.1    Kim, T.-H.2    Newbold, P.3
  • 8
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    • The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis
    • S.F. Leung S. Yu The sensitivity of the RESET tests to disturbance autocorrelation in regression analysis Empirical Economics 26 2001 721-726
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    • Leung, S.F.1    Yu, S.2
  • 9
    • 0008808018 scopus 로고    scopus 로고
    • Spurious regression theory with nonstationary fractionally integrated processes
    • F. Marmol Spurious regression theory with nonstationary fractionally integrated processes Journal of Econometrics 84 1998 233-250
    • (1998) Journal of Econometrics , vol.84 , pp. 233-250
    • Marmol, F.1
  • 10
    • 0012846557 scopus 로고    scopus 로고
    • Nonlinear regressions with integrated time series
    • J.Y. Park P.C.B. Phillips Nonlinear regressions with integrated time series Econometrica 69 2001 117-161
    • (2001) Econometrica , vol.69 , pp. 117-161
    • Park, J.Y.1    Phillips, P.C.B.2
  • 11
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    • Understanding spurious regressions in econometrics
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  • 12
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    • Autocorrelation and the sensitivity of RESET
    • R.D. Porter A.K. Kashyap Autocorrelation and the sensitivity of RESET Economics Letters 14 1984 229-233
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    • Porter, R.D.1    Kashyap, A.K.2

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.