Useful conclusions from surprising results

被引：5

作者：

Granger, Clive W. J.

机构：

来源：

JOURNAL OF ECONOMETRICS | 2012年 / 169卷 / 02期

关键词：

SPURIOUS REGRESSIONS;

D O I：

10.1016/j.jeconom.2012.01.031

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：142 / 146

页数：5

共 25 条

[1]

Ahn S.E., 2004, NOTE SPURIOUS UNPUB

[2] If exchange rates are random walks, then almost everything we say about monetary policy is wrong [J].

Alvarez, Fernando ;

Atkeson, Andrew ;

Kehoe, Patrick J. .

AMERICAN ECONOMIC REVIEW, 2007, 97 (02) :339-345

[3]

Banerjee A., 1993, ADV TEXTS ECONOMETRI

[4] Cognition and behavior in two-person guessing games: An experimental study [J].

Costa-Gomes, Miguel A. ;

Crawford, Vincent P. .

AMERICAN ECONOMIC REVIEW, 2006, 96 (05) :1737-1768

[5]

FRENCH KR, 1991, AM ECON REV, V81, P222

[6] Do federal grants boost school spending? Evidence from Title I [J].

Gordon, N .

JOURNAL OF PUBLIC ECONOMICS, 2004, 88 (9-10) :1771-1792

[7]

Granger C. W. J, 1983, APPL TIME SERIES ANA, P308

[8] Spurious regressions with stationary series [J].

Granger, CWJ ;

Hyung, N ;

Jeon, Y .

APPLIED ECONOMICS, 2001, 33 (07) :899-904

[9]

Hendry D.F., 1995, DYNAMIC ECONOMETRICS

[10] ANOMALIES - THE FLYPAPER EFFECT [J].

HINES, JR ;

THALER, RH .

JOURNAL OF ECONOMIC PERSPECTIVES, 1995, 9 (04) :217-226

← 1 2 3 →