A comment on ‘resolving spurious regressions and serially correlated errors’

Daniel Ventosa-Santaulària; J. Eduardo Vera-Valdés; Alejandra I. Martínez-Olmos

doi:10.1007/s00181-015-1035-7

A comment on ‘resolving spurious regressions and serially correlated errors’

Daniel Ventosa-Santaulària^*, J. Eduardo Vera-Valdés, Alejandra I. Martínez-Olmos

^*Kontaktforfatter

Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › peer review

2 Citationer (Scopus)

85 Downloads (Pure)

Originalsprog	Engelsk
Tidsskrift	Empirical Economics
Vol/bind	51
Udgave nummer	3
Sider (fra-til)	1289-1298
Antal sider	10
ISSN	0377-7332
DOI	https://doi.org/10.1007/s00181-015-1035-7
Status	Udgivet - 1 nov. 2016
Udgivet eksternt	Ja

Adgang til dokumentet

10.1007/s00181-015-1035-7

Spurious_reg_and_correlationAccepteret manuskript, 189 KB

Citationsformater

@article{6c474826f1094e61859299d0d071bb61,

title = "A comment on {\textquoteleft}resolving spurious regressions and serially correlated errors{\textquoteright}",

keywords = "Autocorrelation corrective methods, Fractional integration, Shifts, Spurious regression, Unit roots",

author = "Daniel Ventosa-Santaul{\`a}ria and Vera-Vald{\'e}s, {J. Eduardo} and Mart{\'i}nez-Olmos, {Alejandra I.}",

year = "2016",

month = nov,

day = "1",

doi = "10.1007/s00181-015-1035-7",

language = "English",

volume = "51",

pages = "1289--1298",

journal = "Empirical Economics",

issn = "0377-7332",

publisher = "Physica-Verlag",

number = "3",

}

TY - JOUR

T1 - A comment on ‘resolving spurious regressions and serially correlated errors’

AU - Ventosa-Santaulària, Daniel

AU - Vera-Valdés, J. Eduardo

AU - Martínez-Olmos, Alejandra I.

PY - 2016/11/1

Y1 - 2016/11/1

KW - Autocorrelation corrective methods

KW - Fractional integration

KW - Shifts

KW - Spurious regression

KW - Unit roots

U2 - 10.1007/s00181-015-1035-7

DO - 10.1007/s00181-015-1035-7

M3 - Journal article

AN - SCOPUS:84952653611

VL - 51

SP - 1289

EP - 1298

JO - Empirical Economics

JF - Empirical Economics

SN - 0377-7332

IS - 3

ER -