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Reasonable Spurious Regressions—Solution
Published online by Cambridge University Press: 11 February 2009
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- Copyright © Cambridge University Press 1997
References
REFERENCES
Hamilton, J.D. (1994) Time Series Analysis. Princeton, New Jersey: Princeton University Press.CrossRefGoogle Scholar
Phillips, P.C.B. (1986) Understanding spurious regressions in econometrics. Journal of Econometrics 33, 311–340.CrossRefGoogle Scholar