{"created":"2023-05-15T09:45:27.252458+00:00","id":6550,"links":{},"metadata":{"_buckets":{"deposit":"b37a9bc0-ed0e-4c31-a15c-7bbb285f1b81"},"_deposit":{"created_by":11,"id":"6550","owners":[11],"pid":{"revision_id":0,"type":"depid","value":"6550"},"status":"published"},"_oai":{"id":"oai:kagawa-u.repo.nii.ac.jp:00006550","sets":["1:49:26:915"]},"author_link":["549"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2007-09-01","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"142","bibliographicPageStart":"127","bibliographicVolumeNumber":"80","bibliographic_titles":[{"bibliographic_title":"香川大学経済論叢","bibliographic_titleLang":"ja"},{"bibliographic_title":"Kagawa University economic review","bibliographic_titleLang":"en"}]}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"In this paper we consider the spurious or nonsense regression phenomenon where the DGPs of the regressor and the regressand are I(1) with drift vs. trend stationary and I(0) vs. I(1) with drift, and all of these patterns have first order autoregressive errors. We derive the asymptotic distributions or probability limits of the OLS estimator, the conventional significance t test, R2 and DW statistics. In these cases it is found that the spurious or nonsense regression phenomenon occurs and we examine the effect of drifts and AR(1) coefficients of the errors of regressor or regressand to the asymptotic distributions of the OLS estimator and the associated test statistics.","subitem_description_type":"Abstract"}]},"item_10002_heading_23":{"attribute_name":"見出し","attribute_value_mlt":[{"subitem_heading_banner_headline":"論説","subitem_heading_language":"ja"},{"subitem_heading_banner_headline":"Articles","subitem_heading_language":"en"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"香川大学経済研究所","subitem_publisher_language":"ja"},{"subitem_publisher":"Economic Society, Kagawa University","subitem_publisher_language":"en"}]},"item_10002_relation_12":{"attribute_name":"論文ID（NAID）","attribute_value_mlt":[{"subitem_relation_type":"isIdenticalTo","subitem_relation_type_id":{"subitem_relation_type_id_text":"110006997795","subitem_relation_type_select":"NAID"}}]},"item_10002_rights_15":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"本文データはNIIにおいて電子化したものである","subitem_rights_language":"ja"}]},"item_10002_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00038281","subitem_source_identifier_type":"NCID"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"0389-3030","subitem_source_identifier_type":"PISSN"}]},"item_10002_text_25":{"attribute_name":"WAID","attribute_value_mlt":[{"subitem_text_value":"549"}]},"item_10002_text_26":{"attribute_name":"KEID","attribute_value_mlt":[{"subitem_text_value":"1166"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"久松, 博之","creatorNameLang":"ja"},{"creatorName":"ヒサマツ, ヒロユキ","creatorNameLang":"ja-Kana"},{"creatorName":"Hisamatsu, Hiroyuki","creatorNameLang":"en"}],"nameIdentifiers":[{},{},{},{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2020-12-22"}],"displaytype":"detail","filename":"AN00038281_080-2_L037.pdf","filesize":[{"value":"493.4 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"AN00038281_080-2_L037","objectType":"fulltext","url":"https://kagawa-u.repo.nii.ac.jp/record/6550/files/AN00038281_080-2_L037.pdf"},"version_id":"c18b7757-9bb1-48d0-a272-4727321e5c05"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"nonsense regression","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"I(1) with drift","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"trend stationary","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Nonsense Regressions in Econometrics, I(1) with drift vs. Trend Stationary","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Nonsense Regressions in Econometrics, I(1) with drift vs. Trend Stationary","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"11","path":["915"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2012-03-27"},"publish_date":"2012-03-27","publish_status":"0","recid":"6550","relation_version_is_last":true,"title":["Nonsense Regressions in Econometrics, I(1) with drift vs. Trend Stationary"],"weko_creator_id":"11","weko_shared_id":-1},"updated":"2023-09-25T08:51:06.986633+00:00"}