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5.0 out of 5 stars
An excellent contribution to understand the spurious regression phenomenon.,
By C. Vladimir Rodríguez Caballero (México DF, México) - See all my reviews
This review is from: Spurious Regression in Time-Series Econometrics: A brief survey (Paperback)
Professor Ventosa-Santaulària gives us an excellent overview about a theory which has changed the history and road in the econometrics literature. I mean to spurious regression. The Mexican econometrician, Dr. Daniel Ventosa-Santaulària, is an expert in this scientific field, his conscientious work in favor of spurious regression has generated some importance contributions in the literature and we shall be able to understand in an easy and clear way the existence of this phenomenon when the data generation process is defined from some stochastic process like unit roots, long memory or stationarity processes. In a nutshell, this book will be a great acquisition for those who work with time-series econometrics whether theoretical or applied researcher.
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Spurious Regression in Time-Series Econometrics: A brief survey by Daniel Ventosa-Santaulària (Paperback - November 13, 2009)
$101.00 $100.96
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