Deng [2005]

When I was thinking about spurious regression and ARMA(1,1) here , I mentioned a paper by Ai Deng [2005], which I found interesting. Deng has noted up this mention at his website as follows

Click here to visit a web blog hosted by Steve McIntyre that contains some interesting discussions about Ferson et al. (2003) and this paper from the perspective of Climatology.

Compare his discussion of spurious regression to (say) Benestad’s neolithic ruminations at realclimate about independent identically distributed errors. Even if you can’t fully appreciate the arguments, you can readily appreciate the difference in quality.

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