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Spurious regressions in econometrics. (English) Zbl 0319.62072


MSC:

62P20 Applications of statistics to economics
62J05 Linear regression; mixed models
62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
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References:

[1] Box, G. E.P.; Jenkins, G. M., Time series analysis, forecasting and control (1970), Holden-Day: Holden-Day San Francisco · Zbl 0109.37303
[2] Box, G. E.P.; Newbold, P., Some comments on a paper of Coen, J.R. Statist. Soc. A, 134, 229-240 (1971), Gomme and Kendall
[3] Granger, C. W.J., The typical spectral shape of an economic variable, Econometrica, 34, 150-161 (1966)
[4] Granger, C. W.J.; Newbold, P., Some comments on the evaluation of economic forecasts, Applied Economics, 5, 35-47 (1973)
[5] Kendall, M. G., Exercises in theoretical statistics (1954), Griffin: Griffin London · Zbl 0055.37202
[6] Malinvaud, E., Statistical methods of econometrics (1966), North Holland: North Holland Amsterdam · Zbl 0173.21705
[7] Newbold, P.; Granger, C. W.J., Experience with forecasting univariate time series and the combination of forecasts, J.R. Statist. Soc. A, 137 (1974), forthcoming
[8] Reid, D. J., A comparative study of time series prediction techniques on economic data, (Ph.D. Thesis (1969), University of Nottingham: University of Nottingham U.K)
[9] Sheppard, D. K., The growth and role of U.K. financial institutions 1880-1962 (1971), Methuen: Methuen London
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