Deterministic seasonal models and spurious regressions

Deterministic seasonal models and spurious regressions

Journal of Econometrics

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Bibliographic Details
Main Author: Abeysinghe, T.
Other Authors: ECONOMICS & STATISTICS
Format: Article
Published: 2011
Subjects:
Seasonal dummies
Spurious regressions
Unit roots
Online Access:http://scholarbank.nus.edu.sg/handle/10635/19336
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Institution: National University of Singapore
Description
Summary:Journal of Econometrics

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