Is the Spurious Regression Problem Spurious?
收藏NBER2010-01-01 更新2025-01-04 收录
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https://www.nber.org/papers/w15690
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So-called "spurious regression" relationships between random-walk (or strongly autoregressive) variables are generally accompanied by clear signs of severe autocorrelation in their residuals. A conscientious researcher would therefore not end an investigation with such a result, but would likely re
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美国国家经济研究局创建时间：
2010-01-01
