Understanding spurious regressions in econometrics
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My thanks, as always, go to Glena Ames for her skill and effort in typing the manuscript of this paper. The research reported here was undertaken during the author's tenure of a John Simon Guggenheim Fellowship. My thanks go to the Guggenheim Foundation for their financial support during 1984/85. Thanks are also due to the NSF for support under Grant No. SES 8218792.
Copyright © 1986 Published by Elsevier B.V.