Don’t jettison the general error correction model just yet: A practical guide to avoiding spurious regression with the GECM

by Peter K. Enns, Nathan J. Kelly, Takaaki Masaki, Patrick C. Wohlfarth
Published 2016-05-01

Moving forward with time series analysis

by Peter K. Enns, Nathan J. Kelly, Takaaki Masaki, Patrick C. Wohlfarth
Published 2017-09-01