Spurious regression in nonstationary panels with cross-unit cointegration

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

Research output: Working paperProfessional

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Original languageEnglish
Place of PublicationMaastricht
PublisherMETEOR, Maastricht University School of Business and Economics
Number of pages7
Publication statusPublished - 1 Jan 2006

Publication series

SeriesMETEOR Research Memorandum
Number057

Cite this

Urbain, J. R. Y. J., & Westerlund, J. (2006). Spurious regression in nonstationary panels with cross-unit cointegration. METEOR, Maastricht University School of Business and Economics. METEOR Research Memorandum, No. 057