Search Results - subject:"spurious regression"

Understanding regressions with observations collected at high frequency over long span

Chang, Yoosoon; Lu, Ye; Park, Joon Y. - In: Quantitative economics : QE ; journal of the … 16 (2025) 2, pp. 405-457

In this paper, we analyze regressions with observations collected at small time intervals over a long period of time. For the formal asymptotic analysis, we assume that samples are obtained from continuous time stochastic processes, and let the sampling interval δ shrink down to zero and the...

Persistent link: https://www.econbiz.de/10015423089

Neck, Reinhard; Schneider, Friedrich - In: International tax and public finance 31 (2024) 1, pp. 298-329

Persistent link: https://www.econbiz.de/10015056358

New asymptotics applied to functional coefficient regression and climate sensitivity analysis

Wang, Qiying; Phillips, Peter C. B.; Wang, Ying - 2023

Persistent link: https://www.econbiz.de/10014317586

Convolutional regression for big spatial data

Matsuda, Yasumasa; Yuan, Xin - 2022

Persistent link: https://www.econbiz.de/10013445687

Spurious factor analysis

Onatski, Alexei; Wang, Chen - 2020

Persistent link: https://www.econbiz.de/10012793091

Har testing for spurious regression in trend

Phillips, Peter C. B.; Wang, XiaoHu; Zhang, Yonghui - In: Econometrics 7 (2019) 4, pp. 1-28

spurious relationships in trend formulations. Following a longstanding tradition in the spurious regression literature, this … paper investigates the asymptotic and finite sample properties of these test statistics in several spurious regression …

Persistent link: https://www.econbiz.de/10012696265