Is the spurious regression problem spurious?

C-Tier
Journal: Economics Letters
Year: 2010
Volume: 107
Issue: 3
Pages: 321-323

Score contribution per author:

1.005 = (α=2.01 / 1 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

So-called "spurious regression" relationships are generally accompanied by clear signs of residual autocorrelation. A conscientious researcher would likely re-estimate with an autocorrelation correction. Simulations indicate that resulting test statistics are close to true values, so do not yield spurious results.

Technical Details

RePEc Handle
repec:eee:ecolet:v:107:y:2010:i:3:p:321-323
Journal Field
General
Author Count
1
Added to Database
2026-01-26