According to Granger and Newbold, a good rule of thumb to suspect that an estimated regression is spurious is given by: (A) High R^2 with low t-value (R^2 > t) (B) High t-values with low Durbin-Watson d value (t > d) (C) High R^2 and low Durbin-Watson d value (R^2 > d) (D) High R^2 and low F value (R^2 > F)

UGC-NET 2025 Question 83: Binary-choice and time-series models

According to Granger and Newbold, a good rule of thumb to suspect that an estimated regression is spurious is given by:

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Binary-choice and time-series models has come up 14 times in 2 exams since 2023.

This question is on Stationarity, unit roots and cointegration, part of Binary-choice and time-series models in Econometrics.

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