INAPPROPRIATE USE OF SEASONAL DUMMIES IN REGRESSION

被引：11

作者：

ABEYSINGHE, T

机构：

[1] National University of Singapore, Singapore

来源：

ECONOMICS LETTERS | 1991年 / 36卷 / 02期

关键词：

D O I：

10.1016/0165-1765(91)90185-N

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

Use of seasonal dummies in regression with seasonally integrated series may lead to serious spurious regression problems. © 1991.

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页码：175 / 179

页数：5

相关论文

共 5 条

[1] ABEYSINGHE T, 1990, 2 NAT U SING WORK PA
[2] ABRAHAM B, APPLIED STATISTICS, V27, P120
[3] Harvey A. C., 1989, FORECASTING STRUCTUR
[4] SEASONAL INTEGRATION AND COINTEGRATION
HYLLEBERG, S
ENGLE, RF
GRANGER, CWJ
YOO, BS
[J]. JOURNAL OF ECONOMETRICS, 1990, 44 (1-2) : 215 - 238
[5] Pierce D. A., 1978, SEASONAL ANAL EC TIM, P242