A note on spurious significance in regressions involving <Emphasis Type="BoldItalic">I(0) and <Emphasis Type="BoldItalic">I(1) variables
| Year of publication: |
2011
|
|---|---|
| Authors: | Stewart, Chris |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 41.2011, 3, p. 565-571
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Spurious significance | Unbalanced regression |
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