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

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

*Corresponding author for this work

Research output: Contribution to journalJournal articleResearchpeer-review

2 Citations (Scopus)
101 Downloads (Pure)
Original languageEnglish
JournalEmpirical Economics
Volume51
Issue number3
Pages (from-to)1289-1298
Number of pages10
ISSN0377-7332
DOIs
Publication statusPublished - 1 Nov 2016
Externally publishedYes

Keywords

  • Autocorrelation corrective methods
  • Fractional integration
  • Shifts
  • Spurious regression
  • Unit roots

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