A drunk and her dog: a spurious relation? Cointegration tests as instruments to detect spurious correlations between integrated time series

Esther Stroe-Kunold and Joachim Werner ()

Quality & Quantity: International Journal of Methodology, 2009, vol. 43, issue 6, 913-940

Keywords: Spurious correlation; Spurious regression; Cointegration; Multivariate time series analysis; Psychological process research; Longitudinal analysis; Stationarity; Monte Carlo experiments (search for similar items in EconPapers)
Date: 2009
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DOI: 10.1007/s11135-008-9168-9

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