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

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

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 Department of Law and Economics > Volkswirtschaftliche Fachgebiete
01 Department of Law and Economics
Date Deposited: 20 Nov 2008 08:21
License: [undefiniert]
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