The "spurious regression problem" in the classical regression model framework
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- Frédéric Branger, Philippe Quirion, Julien Chevallier, 2017.
"Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing,"
The Energy Journal, International Association for Energy Economics, vol. 0(Number 3).
- Frederic Branger & Philippe Quirion & Julien Chevallier, 2016. "Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing," The Energy Journal, , vol. 37(3), pages 109-136, July.
- Frédéric Branger & P. Quirion & Julien Chevallier, 2016. "Carbon Leakage and Competitiveness of Cement and Steel Industries Under the EU ETS: Much Ado About Nothing," Post-Print hal-01425095, HAL.
- Daniel Ventosa-Santaulària & J. Eduardo Vera-Valdés & Alejandra I. Martínez-Olmos, 2016. "A comment on ‘resolving spurious regressions and serially correlated errors’," Empirical Economics, Springer, vol. 51(3), pages 1289-1298, November.
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More about this item
Keywords
spurious regression; classical regression model; generalised least squares; autocorrelation corrections;All these keywords.
JEL classification:
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
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