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Random walks with drifts : nonsense regressions and spurious fixed-effect estimation

Entorf, Horst :
Random walks with drifts : nonsense regressions and spurious fixed-effect estimation.
In: Journal of Econometrics, 80 pp. 287-296.
[Article] , (1997)

Item Type: Article
Erschienen: 1997
Creators: Entorf, Horst
Title: Random walks with drifts : nonsense regressions and spurious fixed-effect estimation
Language: English
Journal or Publication Title: Journal of Econometrics
Volume: 80
Divisions: 01 Law and Economics > Volkswirtschaftliche Fachgebiete
01 Law and Economics
Date Deposited: 20 Nov 2008 08:21
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