Spurious regressions with stationary processes around linear trends

C-Tier

Journal: Economics Letters

Year: 2004

Volume: 83

Issue: 2

Pages: 257-262

Authors (3)

Kim, Tae-Hwan (Yonsei University) Lee, Young-Sook (not in RePEc) Newbold, Paul (not in RePEc)

Score contribution per author:

0.335 = (α=2.01 / 3 authors) × 0.5x C-tier

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