dc.contributor.author | Su, Jen-Je | |
dc.date.accessioned | 2017-05-03T15:26:42Z | |
dc.date.available | 2017-05-03T15:26:42Z | |
dc.date.issued | 2008 | |
dc.date.modified | 2010-06-09T07:33:39Z | |
dc.identifier.issn | 13504851 | |
dc.identifier.doi | 10.1080/13504850601018106 | |
dc.identifier.uri | http://hdl.handle.net/10072/26523 | |
dc.description.abstract | This article examines if the convergent t-test suggested by Sun (2004) is able to solve spurious regressions with stationary series. In brief, we find that the convergent t-test does provide better control over size compared to the usual t-test and its Newey-West modification and, in most cases implementing a pre-whitening procedure size is further controlled. | |
dc.description.peerreviewed | Yes | |
dc.description.publicationstatus | Yes | |
dc.format.extent | 121429 bytes | |
dc.format.mimetype | application/pdf | |
dc.language | English | |
dc.language.iso | eng | |
dc.publisher | Routledge | |
dc.publisher.place | UK | |
dc.relation.ispartofstudentpublication | N | |
dc.relation.ispartofpagefrom | 1225 | |
dc.relation.ispartofpageto | 1330 | |
dc.relation.ispartofissue | 15 | |
dc.relation.ispartofjournal | Applied Economics Letters | |
dc.relation.ispartofvolume | 15 | |
dc.rights.retention | Y | |
dc.subject.fieldofresearch | Applied economics | |
dc.subject.fieldofresearch | Time-series analysis | |
dc.subject.fieldofresearch | Banking, finance and investment | |
dc.subject.fieldofresearchcode | 3801 | |
dc.subject.fieldofresearchcode | 380205 | |
dc.subject.fieldofresearchcode | 3502 | |
dc.title | A note on spurious regressions between stationary series | |
dc.type | Journal article | |
dc.type.description | C1 - Articles | |
dc.type.code | C - Journal Articles | |
gro.rights.copyright | © 2008 Routledge. This is an electronic version of an article published in Applied Economics Letters [Vol. 15(15), pp. 1225-1330]. Applied Economics Letters is available online at: http://www.informaworld.com | |
gro.date.issued | 2008 | |
gro.hasfulltext | Full Text | |
gro.griffith.author | Su, Jen-Je | |