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Reasonable Spurious Regressions—Solution

Published online by Cambridge University Press:  11 February 2009

Abstract

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Type
Solutions
Copyright
Copyright © Cambridge University Press 1997

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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, 311340.CrossRefGoogle Scholar