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Applied Economics Volume 33, 2001 - Issue 7
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Original Articles

Spurious regressions with stationary series

Clive W. J. Granger IV
,
Namwon Hyung
&
Yongil Jeon
Pages 899-904 | Published online: 04 Oct 2010

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Christos Agiakloglou & Charalampos Agiropoulos. (2022) Dealing with serially correlated errors in the context of spurious regression for two independent stationary AR(1) processes. Applied Economics Letters 29:7, pages 619-625.
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Daniel Ventosa-Santaulària, J. Eduardo Vera-Valdés, Katarzyna Łasak & Ricardo Ramírez-Vargas. (2022) Spurious multivariate regressions under fractionally integrated processes. Communications in Statistics - Theory and Methods 51:7, pages 2034-2056.
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Philip Hans Franses. (2022) Interpolation and correlation. Applied Economics 54:14, pages 1562-1567.
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Nazzareno Diodato, Iñigo Gómara, Alice Baronetti, Simona Fratianni & Gianni Bellocchi. (2021) Reconstruction of erosivity density in northwest Italy since 1701. Hydrological Sciences Journal 66:7, pages 1185-1196.
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Waqar Muhammad Khan & Asad ul Islam Khan. (2020) Most stringent test of independence for time series. Communications in Statistics - Simulation and Computation 49:11, pages 2808-2826.
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Roman Horváth, Štefan Lyócsa & Eduard Baumöhl. (2018) Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance. The European Journal of Finance 24:5, pages 391-412.
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Daniel Ventosa-Santaulària & Antonio E. Noriega. (2016) A simple solution for spurious regressions. Communications in Statistics - Theory and Methods 45:19, pages 5561-5583.
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Christos Agiakloglou & Charalampos Agiropoulos. (2016) The balance between size and power in testing for linear association for two stationary AR(1) processes. Applied Economics Letters 23:4, pages 230-234.
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Christos Agiakloglou, Cleon Tsimbos & Apostolos Tsimpanos. (2015) Is spurious behaviour an issue for two independent stationary spatial autoregressive SAR(1) processes?. Applied Economics Letters 22:17, pages 1372-1377.
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Gaowen Wang & Nan-Wei Han. (2015) Spurious Regressions in Time Series with Long Memory. Communications in Statistics - Theory and Methods 44:4, pages 837-854.
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Christos Agiakloglou & Apostolos Tsimpanos. (2012) An alternative approach for testing for linear association for two independent stationary AR(1) processes. Applied Economics 44:36, pages 4799-4803.
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Mats Wilhelmsson & Rune Wigren. (2011) The robustness of the causal and economic relationship between construction flows and economic growth: evidence from Western Europe. Applied Economics 43:7, pages 891-900.
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Sir Clive W. J. Granger . (2011) The Applied Economics journals: a personal reflection. Applied Financial Economics 21:1-2, pages 3-5.
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Christos Agiakloglou. (2009) Evidence of ARCH(1) Errors in the Context of Spurious Regressions. Communications in Statistics - Simulation and Computation 38:9, pages 1803-1810.
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Jen-Je Su. (2008) A note on spurious regressions between stationary series. Applied Economics Letters 15:15, pages 1225-1230.
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Byeongchan Seong, Sung K. Ahn & Yongil Jeon. (2008) A note on spurious regression in seasonal time series. Journal of Statistical Computation and Simulation 78:9, pages 843-851.
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Arif Imam Suroso, Asaduddin Abdullah, Adi Haryono & Hansen Tandra. The potential of China's tea trade and how it affects China's economic growth. The Journal of International Trade & Economic Development 0:0, pages 1-22.
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Philip Hans Franses. Adstock revisited. Applied Economics 0:0, pages 1-5.
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