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Selecting a regression saturated by indicators

Hendry, David F. (contributor); Johansen, Søren (contributor) - 2007

Persistent link: https://www.econbiz.de/10003571217

Regression models with data-based indicators variables

Hendry, David F. (contributor); Santos, Carlos (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001923828

Regression models with data-based indicators variables

Hendry, David F. (contributor); Santos, Carlos (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002124445

Regression models with data-based indicator variables

Hendry, David F.; Santos, Carlos - In: Oxford bulletin of economics and statistics 67 (2005) 5, pp. 571-595

Persistent link: https://www.econbiz.de/10003142816

The analysis of nonstationary time series using regression, correlation and cointegration with an application to annual mean temperature and sea level

Johansen, Søren - 2010

Persistent link: https://www.econbiz.de/10008663023

The analysis of nonstationary time series using regression, correlation and cointegration

Johansen, Søren - In: Contemporary economics 6 (2012) 2, pp. 40-57

There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse by examples the effect of nonstationarity on inference using these methods and compare them to model based inference using the cointegrated vector autoregressive model. Finally...

Persistent link: https://www.econbiz.de/10009767620