Could regression of stationary series be spurious?

• المؤلفون الرئيسيون: Wong, Wing-Keung, Cheng, Yushan, Yue, Mu
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2024
• الموضوعات: Mathematical Sciences; Spurious regression; Stationarity
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/181224
• المؤسسة: Nanyang Technological University

Spurious regression, commonly associated with independent and (nearly) non-stationary time series, has been extensively studied. However, the potential for spurious outcomes in regression involving stationary time series remains largely unexplored, representing a gap in the literature. To address th...