Cointegration approach to the spurious regression model
Author(s) -
Timothy O. Olatayo,
Adedapo 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
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