A Spurious Regression Approach to Estimating Structural Parameters
Year of publication: |
2004-08-11
|
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Authors: | Choi, Chi-Young ; Hu, Ling ; Ogaki, Masao |
Institutions: | Econometric Society |
Subject: | Spurious regression | GLS correction method |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Econometric Society Far Eastern Meetings 2004 Number 555 |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: |
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Using HP Filtered Data for Econometric Analysis : Some Evidence from Monte Carlo Simulations
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Structural spurious regressions and a Hausman-type cointegration test
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