Articles with "regressions high" as a keyword



Photo from archive.org

Spurious regressions with high-order models: A reconsideration

Sign Up to like & get
recommendations!
Published in 2018 at "Economics Letters"

DOI: 10.1016/j.econlet.2018.04.007

Abstract: Abstract This paper reconsiders spurious regressions with high-order processes by using a balanced regression approach. Results show that if the balanced orders adopted in a regression model are greater than the truly largest lag of… read more here.

Keywords: high order; regressions high; spurious regressions; models reconsideration ... See more keywords