Cointegration approach to the spurious regression model
Timothy Olabisi OLATAYO, A. Adeogun · American Journal of Scientific and Industrial Research · 2012
In this paper we investigated the concept of co-integration methods as an approach to spurious regression model.The effect of employing arbitrary differencing method to detect which spurious regression will result from a true model with time series economic data was carried out.It was found that the concept of co-integration test is a more articulate procedure of determining variables whose spurious will result from truly related variables.