Construct · 1 fields · 1 citations

spurious regression: a standalone construct

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Econometrics

a misleadingly strong relationship found by regressing one trending, nonstationary series on another unrelated one.

In econometrics, spurious regression refers to a misleadingly strong relationship found by regressing one trending, nonstationary series on another unrelated one. This meaning comes from Granger (1974) in Journal of Econometrics.[1]

Unit
Recovery means
Measured by

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Nearby constructs

regression4 fields · 5 citationsjingle · one word, four constructs series3 fields · 3 citationsjingle · one word, three constructs

References

Granger, C. W. J., & Newbold, P. (1974). Spurious regressions in econometrics. Journal of Econometrics, 2(2), 111-120. https://doi.org/10.1016/0304-4076(74)90034-7

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