articleTop 1% cited
Understanding spurious regressions in econometrics
Journal of Econometrics · 1986 · Vol. 33(3) · pp. 311–340
Peter C.B. Phillips✉(Yale University)
Monetary Policy and Economic ImpactFinancial Risk and Volatility ModelingComplex Systems and Time Series AnalysisSpurious relationshipEconometricsMathematicsStatisticsStatisticAsymptotic analysisRegressionRegression analysisLinear regressionContext (archaeology)
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References
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Journal of Econometrics · 1974 · 6,117 citations
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