2012•Economics LettersRequires access

Partial unit root and linear spurious regression: A Monte Carlo simulation study

Lingxiang Zhang

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Key concepts: Spurious relationship, Unit root, Monte Carlo method, Ordinary least squares, Autoregressive model, Partial least squares regression, Nonlinear regression, Regression

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Partial unit root and linear spurious regression: A Monte Carlo simulation study — Research Paper | ScholarLens