Title of article
Spurious regressions when stationary regressors are included
Author/Authors
Hassler، نويسنده , , Uwe ، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 1996
Pages
7
From page
25
To page
31
Abstract
Spurious regressions of I(1) variables without drift are analyzed when additional I(0) regressors are included. The asymptotic distributions of Phillips (Journal of Econometrics, 1986, 33, 311–340) are embedded in our results.
Keywords
Integrated and stationary time series , Unbalanced regressors
Journal title
Economics Letters
Serial Year
1996
Journal title
Economics Letters
Record number
434028
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