SMEAL WIKI

Spurious Regressions in Financial Economics?

Wayne E. Ferson, Sergei Sarkissian, Timothy T. Simin
Year2000
VenueSSRN Electronic Journal
Typearticle
Citations73
DOI10.2139/ssrn.242112
OpenAlexW2119761516

Topics

Complex Systems and Time Series AnalysisSpurious relationshipEconometricsAutocorrelationRegressionRegression analysis