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