Spurious regressions in econometrics

  • Authors:

  • C. W. J. Granger;P. Newbold

  • Affiliations:

  • Department of Economics, University of California, San Diego, La Jolla, CA;Department of Economics, Nottingham University, Nottingham, United Kingdom

  • Venue:
  • Essays in econometrics
  • Year:
  • 2001

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Abstract