Nonsense regressions due to neglected time-varying means

Hassler, Uwe . Statistical Papers 2003. 44 (2) :169-182

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Bibtex

@article{CIS-187118,
  Author = {Hassler, Uwe},
  Title = {Nonsense regressions due to neglected time-varying means},
  Journal = {Statistical Papers},
  Volume = {44},
  Number = {2},
  Year = {2003},
  Pages = {169--182},
  Keywords = {Spurious correlation, Level shifts, deterministic seasonality}
}

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