Open AccessCointegration approach to the spurious regression model
Author(s) -
T.O. Olatayo,
Adekunle Sunday Adeogun
Publication year - 2012
Publication title -
american journal of scientific and industrial research
Language(s) - English
Resource type - Journals
eISSN - 2153-6503
pISSN - 2153-649X
DOI - 10.5251/ajsir.2012.3.5.263.269
Subject(s) - spurious relationship , cointegration , econometrics , regression , economics , regression analysis , statistics , mathematics