So-called "spurious regression" relationships are generally accompanied by clear signs of residual autocorrelation. A …

cointegrated regression. In the case of the spurious regression, the null hypotheses of zero wavelet covariance and correlation for …

Abstract This paper investigates the spurious regression in the spatial setting where the regressant and regressors may … row-normalized spatial weights matrix, it is shown that the possible spurious regression phenomena in the spatial setting … the spurious regression even when t and F statistics are large. Simulation results about different statistics are in line …

of spurious regression and cointegration. Two applications of the model of near cointegration are provided. As a first …

coefficient. Hence, the notion of near cointegration helps to bridge the gap between the polar cases of spurious regression and …

This article shows a test for the spurious regression problem in a panel data model with a growing individual number … extended to a real number; at the same time, the spurious regression problem can be detected without prior knowledge. Through …