El coeficiente de correlación y correlaciones espúreas

Erick Lahura

No 2003-218, Documentos de Trabajo / Working Papers from Departamento de Economía - Pontificia Universidad Católica del Perú

Abstract: An important statistical tool for the econometric study of linear bivariate relationship that involves the use of cross-section or time series data is presented and analyzed in this essay: the correlation coefficient. In particular, its relationship with spurious or non-sense correlations is analyzed. Likewise, empirical applications based on Peruvian data are shown

Pages: 64 pages
Date: 2003
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