Noriega, Antonio E.; Ventosa-Santaulària, Daniel - In: Oxford Bulletin of Economics and Statistics 69 (2007) 3, pp. 439-444
This paper analyses the asymptotic and finite-sample implications of different types of non-stationary behaviour among the dependent and explanatory variables in a linear spurious regression model. We study cases when the non-stationarity in the dependent and explanatory variables is...
