Title of article :
Spurious regressions when stationary regressors are included
Author/Authors :
Hassler، نويسنده , , Uwe ، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
Spurious regressions of I(1) variables without drift are analyzed when additional I(0) regressors are included. The asymptotic distributions of Phillips (Journal of Econometrics, 1986, 33, 311–340) are embedded in our results.
Keywords :
Integrated and stationary time series , Unbalanced regressors
Journal title :
Economics Letters
Journal title :
Economics Letters
