Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration

J.R.Y.J. Urbain, J. Westerlund

Research output: Working paperProfessional

Original languageEnglish
Place of Publicationonbekend
PublisherKwantitatieve Economie
Publication statusPublished - 1 Jan 2008

Publication series

SeriesResearch Memorandum
NumberRM/08/044

Cite this

Urbain, J. R. Y. J., & Westerlund, J. (2008). Spurious Regression in Nonstationary Panels time Series with Cross-Member Cointegration. Kwantitatieve Economie. Research Memorandum, No. RM/08/044