Don’t jettison the general error correction model just yet: A practical guide to avoiding spurious regression with the GECM

Research and Politics

Volumn 3, Issue 2, 2016, Pages

  Enns, Peter K ^a   Kelly, Nathan J ^b   Masaki, Takaaki ^c   Wohlfarth, Patrick C ^d  

^a Cornell University ^*  (United States)

^b UNIVERSITY OF TENNESSEE   (United States)

^c Dept of Economics and Thomas Jefferson Program in Public Policy at the College of William and Mary   (United States)

^d UNIVERSITY OF MARYLAND   (United States)

Author keywords

Ecm; Error correction model; Methodology; Monte Carlo simulations; Spurious regression; Time series

Indexed keywords

EID: 85048775816     PISSN: None     EISSN: 20531680     Source Type: Journal    
DOI: 10.1177/2053168016643345     Document Type: Article

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