Hostname: page-component-6bf8c574d5-w79xw Total loading time: 0 Render date: 2025-02-19T03:34:35.470Z Has data issue: false hasContentIssue false
  • English
  • Français

Spurious Regression and Generalized Least Square

Published online by Cambridge University Press:  11 February 2009

Diego Lubian
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Solutions
Information
Econometric Theory , Volume 12 , Issue 1 , March 1996 , pp. 204 - 209
Copyright
Copyright © Cambridge University Press 1996

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

Phillips, P.C.B. (1986) Understanding spurious regressions in econometrics. Journal of Econometrics 33, 311–340.CrossRefGoogle Scholar
Phillips, P.C.B. & Durlauf, S. (1986) Multiple time series regression with integrated processes. Review of Economic Studies 53, 473–496.CrossRefGoogle Scholar
Phillips, P.C.B. & Solo, V. (1992) Asymptotics for linear processes, Annals of Statistics 20, 971–1001.Google Scholar