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....
I tiakina i:
| Kaituhi matua: | |
|---|---|
| Hōputu: | Artigo |
| Reo: | Persa |
| I whakaputaina: |
Allameh Tabataba'i University Press
2007-09-01
|
| Rangatū: | فصلنامه پژوهشهای اقتصادی ایران |
| Ngā marau: | |
| Urunga tuihono: | https://ijer.atu.ac.ir/article_3627_f806f6f021f8d15da5a6eebe330ebbc7.pdf |
| Ngā Tūtohu: |
Kāore He Tūtohu, Me noho koe te mea tuatahi ki te tūtohu i tēnei pūkete!
|