Hostname: page-component-586b7cd67f-t7czq Total loading time: 0 Render date: 2024-11-25T04:05:43.956Z Has data issue: false hasContentIssue false

Reasonable Spurious Regressions—Solution

Published online by Cambridge University Press:  11 February 2009

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Copyright
Copyright © Cambridge University Press 1997

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

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