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by Zhenzhen
Thu Jan 07, 2021 1:04 pm
Forum: Econometric Discussions
Topic: How to interpret the coefficients of DLOG(X1) and DLOG(X2,2)? Alternative way to address spurious regressions?
Replies: 0
Views: 994

How to interpret the coefficients of DLOG(X1) and DLOG(X2,2)? Alternative way to address spurious regressions?

I'm working on a time series estimation and forecasting project that involves investigating if air carriers' operating costs are sensitive to fluctuations in oil prices. If the answer is yes, I will forecast air carriers' operating costs based on the model specified in the first step. I ran Dickey–F...

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