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99-005/4 - Spurious Regression, Cointegration, and Near Cointegration: A Unifying Approach


  • Authors
    Niels Haldrup, Centre for Non-Linear Modelling in Economics, University of Aarhus; Michael Jansson, Centre for Non-Linear Modelling in Economics, University of Aarhus
  • Publication date
    February 12, 1999
  • Keywords
    Cointegration; spurious regression; near cointegration; cointegration tests; local power function; brownian motion
  • JEL
    C12; C13; C22