Autocorrelation

Field
Subfield
Domain
OpenAlex	C5297727

Smeal faculty

• Timothy T. Simin - score 1.7
• Dennis P. Sheehan - score 1.2
• Charles Whiteman - score 0.6
• Brent B. Moritz - score 0.6

Papers

• Spurious Regressions in Financial Economics? (2003) - cites 573
• The power problems of unit root test in time series with autoregressive errors (1992) - cites 418
• Spurious Regressions in Financial Economics? (2000) - cites 64
• Comment on “Newsvendor Demand Chasing Revisited” (2020) - cites 10
• Spurious Regression and Data Mining in Conditional Asset Pricing Models (2010) - cites 4
• Second-order properties of estimators of serial correlation from regression residuals (1985) - cites 3
• Approximating the distribution of the durbin-watson statistic (1986) - cites 2