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Error Mis-Specification and Spurious Regressions

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  • Newbold, P
  • Davies, N

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  • Newbold, P & Davies, N, 1978. "Error Mis-Specification and Spurious Regressions," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 19(2), pages 513-519, June.
    • Handle: RePEc:ier:iecrev:v:19:y:1978:i:2:p:513-19
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    Cited by:

    1. Beach, Charles M. & Yeo, Stephen, 1979. "Exact Maximum Likelihood Estimation of Regression Equations with a General Stationary Auto-Regressive Disturbance," Queen's Institute for Economic Research Discussion Papers 275148, Queen's University - Department of Economics.
    2. Sriananthakumar, Sivagowry & King, Maxwell L., 2006. "A new approximate point optimal test of a composite null hypothesis," Journal of Econometrics, Elsevier, vol. 130(1), pages 101-122, January.
    3. Christos Agiakloglou, 2013. "Resolving spurious regressions and serially correlated errors," Empirical Economics, Springer, vol. 45(3), pages 1361-1366, December.

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