UNDERSTANDING SPURIOUS REGRESSIONS IN ECONOMETRICS

[1] Bhargava A., 1984, THEORY TESTING UNIT

[2] Billingsley P, 1968, CONVERGENCE PROBABIL

[3] BOX GEP, 1970, TIME SERIES ANAL FOR

[4] Donsker M., 1951, MEM AM MATH SOC, V6

[5] ON CERTAIN LIMIT THEOREMS OF THE THEORY OF PROBABILITY [J]. BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1946, 52 (04) : 292 - 302

[6] Granger C.W.J., 1974, J ECONOMETRICS, V2, P111, DOI [10.1016/0304-4076(74)90034-7, DOI 10.1016/0304-4076(74)90034-7]

[7] Granger C. W.J., 1977, FORECASTING EC TIME

[8] GRANGER CWJ, 1985, 8518 U CAL SAN DIEG

[9] HALL P, 1980, MARTINGALE LIMIT THE

[10] A FUNCTIONAL CENTRAL LIMIT-THEOREM FOR WEAKLY DEPENDENT SEQUENCES OF RANDOM-VARIABLES [J]. ANNALS OF PROBABILITY, 1984, 12 (01) : 141 - 153

[1] Bhargava A., 1984, THEORY TESTING UNIT

[2] Billingsley P, 1968, CONVERGENCE PROBABIL

[3] BOX GEP, 1970, TIME SERIES ANAL FOR

[4] Donsker M., 1951, MEM AM MATH SOC, V6

[5] ON CERTAIN LIMIT THEOREMS OF THE THEORY OF PROBABILITY [J]. BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1946, 52 (04) : 292 - 302

[6] Granger C.W.J., 1974, J ECONOMETRICS, V2, P111, DOI [10.1016/0304-4076(74)90034-7, DOI 10.1016/0304-4076(74)90034-7]

[7] Granger C. W.J., 1977, FORECASTING EC TIME

[8] GRANGER CWJ, 1985, 8518 U CAL SAN DIEG

[9] HALL P, 1980, MARTINGALE LIMIT THE

[10] A FUNCTIONAL CENTRAL LIMIT-THEOREM FOR WEAKLY DEPENDENT SEQUENCES OF RANDOM-VARIABLES [J]. ANNALS OF PROBABILITY, 1984, 12 (01) : 141 - 153