<p>I was thinking of this one: Granger, Clive WJ, and Paul Newbold. &quot;Spurious regressions in econometrics.&quot; Journal of econometrics 2.2 (1974): 111-120. Available here, <a href="http://www.climateaudit.info/pdf/others/granger.1974.pdf" rel="noreferrer">http://www.climateaudit.info/pdf/others/granger.1974.pdf</a>.</p>

CC BY-SA 4.0
2022-11-29T21:12:50.950Z
2022-11-29T21:12:50.950Z
sera
<p>I attended guest lecture where the speaker said that one way how to make a career in economics is to just point that some methods are bad or do not work as intended.</p>
<p>The speaker mentioned some paper, I forgot to write down the name or the year he mentioned. However, the speaker said that:</p>
<ul>
<li>the paper was seminal.</li>
<li>the paper showed that unit roots lead to spurious regressions. The paper did not offer solution to this at that time, just showed it is a serious problem.</li>
<li>the paper was highly cited.</li>
<li>the paper was written for economists/econometricias (it was not pure statistics/data science paper).</li>
</ul>
<p>The author of the seminar was talking about Granger a lot, but the topic of the talk was cointegration, and Granger is the only name I remember from the talk. I do not think he was the author since he is supposed to be the guy who came with the solution of testing for cointegration and building error correction model, but I guess it is possible he first pointed the problem and later found a solution.</p>
<p>I tried to contact the speaker using the email address at his university but I already did that few months ago and did not get any response. I also tried just doing a wild google scholar search but I am not sure what to look for. Any guidance on what the author and name of this paper is would be appreciated.</p>

<econometrics><history-economic-thought><co-integration>
What was the paper that discussed the unit-root/spurious regression in economics before cointegration?
csilvia
# What was the paper that discussed the unit-root/spurious regression in economics before cointegration?

(Asked by: username_0 on 2022-11-29)

I attended guest lecture where the speaker said that one way how to make a career in economics is to just point that some methods are bad or do not work as intended.

The speaker mentioned some paper, I forgot to write down the name or the year he mentioned. However, the speaker said that:

* the paper was seminal.
* the paper showed that unit roots lead to spurious regressions. The paper did not offer solution to this at that time, just showed it is a serious problem.
* the paper was highly cited.
* the paper was written for economists/econometricias (it was not pure statistics/data science paper).

The author of the seminar was talking about Granger a lot, but the topic of the talk was cointegration, and Granger is the only name I remember from the talk. I do not think he was the author since he is supposed to be the guy who came with the solution of testing for cointegration and building error correction model, but I guess it is possible he first pointed the problem and later found a solution.

I tried to contact the speaker using the email address at his university but I already did that few months ago and did not get any response. I also tried just doing a wild google scholar search but I am not sure what to look for. Any guidance on what the author and name of this paper is would be appreciated.

**Tags:** econometrics, history-economic-thought, co-integration


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## 1 answers

### Answer by username_1 on 2022-11-29. Score: 5 | Accepted answer

I was thinking of this one: Granger, Clive WJ, and Paul Newbold. "Spurious regressions in econometrics." Journal of econometrics 2.2 (1974): 111-120. Available here, <http://www.climateaudit.info/pdf/others/granger.1974.pdf>.


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