A comment on ‘Is the spurious regression problem spurious?’

C-Tier
Journal: Economics Letters
Year: 2012
Volume: 115
Issue: 2
Pages: 229-231

Authors (2)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

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

Abstract

McCallum (2010) presented evidence that the spurious regression problem can be solved by standard means. We show using finite-sample evidence that the spurious regression problem cannot always be fixed using standard autocorrelation correction procedures and remains, therefore, a not-so-spurious problem.

Technical Details

RePEc Handle
repec:eee:ecolet:v:115:y:2012:i:2:p:229-231
Journal Field
General
Author Count
2
Added to Database
2026-01-29