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st: Regression query

From   "Clive Nicholas" <>
Subject   st: Regression query
Date   Mon, 24 May 2004 04:11:21 +0100 (BST)


A quick methodological query.

If Y is regressed on X1 (a lagged variable), but it transpires that any
relationship between them may be spurious since they may be strongly
influenced by a third variable, X2, what is the most appropriate technique
to use in the time-series context?


CLIVE NICHOLAS        |t: 0(044)191 222 5969
Politics              |e:
Newcastle University  |
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