Spurious Regression in Time-Series Econometrics: A brief survey

By Daniel Ventosa-Santaulária

The reappraisal of the spurious regression in the mid-seventies (Granger and Newbold, 1974) deeply transformed macroeconometrics; modern empirical applications inherited much of the knowledge that has... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639215796
• ISBN13: 9783639215793
• Release Date: November 2009
• Publisher: VDM Verlag
• Length: 164 Pages
• Weight: 0.55 lbs.
• Dimensions: 0.4" x 6.0" x 9.0"