Browsing ECO Articles by Author "RODRIGUES, Paulo M. M."

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Browsing ECO Articles by Author "RODRIGUES, Paulo M. M."

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    Title: Unit Root and Cointegration Testing: Guest Editors' Introduction  Author(s): LUETKEPOHL, Helmut; RODRIGUES, Paulo M. M. Date: 2008 Type of Publication: Article Abstract: By pointing out the spurious regression problem, Granger and Newbold (1974) have shown the importance of stochastic trends in time series data in the context of linear regression models. At the time, removing trends by ...