Understanding spurious regressions in econometrics

Peter Phillips

Journal of Econometrics, 1986, vol. 33, issue 3, 311-340

Date: 1986
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Working Paper: Understanding Spurious Regressions in Econometrics (1985)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:33:y:1986:i:3:p:311-340

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