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dc.contributor.authorSu, Jen-Je
dc.date.accessioned2017-05-03T15:26:42Z
dc.date.available2017-05-03T15:26:42Z
dc.date.issued2008
dc.date.modified2010-06-09T07:33:39Z
dc.identifier.issn13504851
dc.identifier.doi10.1080/13504850601018106
dc.identifier.urihttp://hdl.handle.net/10072/26523
dc.description.abstractThis 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.peerreviewedYes
dc.description.publicationstatusYes
dc.format.extent121429 bytes
dc.format.mimetypeapplication/pdf
dc.languageEnglish
dc.language.isoeng
dc.publisherRoutledge
dc.publisher.placeUK
dc.relation.ispartofstudentpublicationN
dc.relation.ispartofpagefrom1225
dc.relation.ispartofpageto1330
dc.relation.ispartofissue15
dc.relation.ispartofjournalApplied Economics Letters
dc.relation.ispartofvolume15
dc.rights.retentionY
dc.subject.fieldofresearchApplied economics
dc.subject.fieldofresearchTime-series analysis
dc.subject.fieldofresearchBanking, finance and investment
dc.subject.fieldofresearchcode3801
dc.subject.fieldofresearchcode380205
dc.subject.fieldofresearchcode3502
dc.titleA note on spurious regressions between stationary series
dc.typeJournal article
dc.type.descriptionC1 - Articles
dc.type.codeC - 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.issued2008
gro.hasfulltextFull Text
gro.griffith.authorSu, Jen-Je


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