Spurious Regression: Concept and Some Results
Granger and Newbold (1974) proposed the idea of spurious regression in econometrics. They showed that with I(1) dependent and independent variables, if a regression model is estimated by OLS method, the results may be spurious. This idea is extended to variables with different order of integration....
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| Formato: | Artigo |
| Idioma: | Persa |
| Publicado em: |
Allameh Tabataba'i University Press
2007-09-01
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| coleção: | فصلنامه پژوهشهای اقتصادی ایران |
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| Acesso em linha: | https://ijer.atu.ac.ir/article_3627_f806f6f021f8d15da5a6eebe330ebbc7.pdf |
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