{"title":"Random Walks, Unit Roots, and Spurious Relationships","authors":"J. Racine","doi":"10.1093/OSO/9780190900663.003.0002","DOIUrl":null,"url":null,"abstract":"This chapter outlines pitfalls of using standard inference procedures common in cross- sectional settings in time series settings and presents alternative procedures. It also addresses the issue of spurious regression and cautions the reader against the unquestioning use of cross section tools in time series settings.","PeriodicalId":244208,"journal":{"name":"Reproducible Econometrics Using R","volume":"64 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Reproducible Econometrics Using R","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1093/OSO/9780190900663.003.0002","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
This chapter outlines pitfalls of using standard inference procedures common in cross- sectional settings in time series settings and presents alternative procedures. It also addresses the issue of spurious regression and cautions the reader against the unquestioning use of cross section tools in time series settings.
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