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