Book contents
- Frontmatter
- Contents
- Acknowledgments
- List of Contributors
- Introduction
- PART ONE CAUSALITY
- PART TWO INTEGRATION AND COINTEGRATION
- 5 Spurious Regression in Econometrics
- 6 Some Properties of Time Series Data and Their Use in Econometric Model Specification
- 7 Time Series Analysis of Error Correction Models
- 8 Co-Integration and Error-Correction: Representation, Estimation, and Testing
- 9 Developments in the Study of Cointegrated Economic Variables
- 10 Seasonal Integration and Cointegration
- 11 A Cointegration Analysis of Treasury Bill Yields
- 12 Estimation of Common Long Memory Components in Cointegrated Systems
- 13 Separation in Cointegrated Systems and Persistent-Transitory Decompositions
- 14 Nonlinear Transformations of Integrated Time Series
- 15 Long Memory Series with Attractors
- 16 Further Developments in the Study of Cointegrated Variables
- PART THREE LONG MEMORY
- Index
5 - Spurious Regression in Econometrics
Published online by Cambridge University Press: 06 July 2010
Book contents
- Frontmatter
- Contents
- Acknowledgments
- List of Contributors
- Introduction
- PART ONE CAUSALITY
- PART TWO INTEGRATION AND COINTEGRATION
- 5 Spurious Regression in Econometrics
- 6 Some Properties of Time Series Data and Their Use in Econometric Model Specification
- 7 Time Series Analysis of Error Correction Models
- 8 Co-Integration and Error-Correction: Representation, Estimation, and Testing
- 9 Developments in the Study of Cointegrated Economic Variables
- 10 Seasonal Integration and Cointegration
- 11 A Cointegration Analysis of Treasury Bill Yields
- 12 Estimation of Common Long Memory Components in Cointegrated Systems
- 13 Separation in Cointegrated Systems and Persistent-Transitory Decompositions
- 14 Nonlinear Transformations of Integrated Time Series
- 15 Long Memory Series with Attractors
- 16 Further Developments in the Study of Cointegrated Variables
- PART THREE LONG MEMORY
- Index
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- Essays in EconometricsCollected Papers of Clive W. J. Granger, pp. 109 - 118Publisher: Cambridge University PressPrint publication year: 2001