Granger, C. W. J.; Newbold, P. Spurious regressions in econometrics. (English) Zbl 0319.62072 J. Econom. 2, 111-120 (1974). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 3 ReviewsCited in 131 Documents MSC: 62P20 Applications of statistics to economics 62J05 Linear regression; mixed models 62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH) PDF BibTeX XML Cite \textit{C. W. J. Granger} and \textit{P. Newbold}, J. Econom. 2, 111--120 (1974; Zbl 0319.62072) Full Text: DOI 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 This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. It attempts to reflect the references listed in the original paper as accurately as possible without claiming the completeness or perfect precision of the matching.