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Spurious Regression and Generalized Least Square
Published online by Cambridge University Press: 11 February 2009
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References
REFERENCES
Phillips, P.C.B. (1986) Understanding spurious regressions in econometrics. Journal of Econometrics 33, 311–340.CrossRefGoogle Scholar
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Phillips, P.C.B. & Solo, V. (1992) Asymptotics for linear processes, Annals of Statistics 20, 971–1001.Google Scholar