Author name: Atiq Rehman

Dr. Atiq –ur-Rehman is Associate Professor and Director at Kashmir Institute of Economics, University of Azad Jammu and Kashmir (UAJK). Before joining UAJK, he has been an Assistant Professor of Econometrics at Pakistan Institute of Development Economics, Islamabad, Pakistan’s leading university in economics and at International Islamic University, Islamabad on similar position. He holds PhD in Econometrics from International Islamic University, where he wrote his thesis under supervision of Dr. Asad Zaman. Dr. Atiq teaches Econometrics and Statistics especially theoretical and time series econometrics and statistical research methods. He also has interest in teaching Monetary Economics Dr. Atiq has formal training in Econometrics and has vast experience of utilizing his econometric skills in various economic related disciplines. His published research relates to Development Studies, Islamic Banking Finance, Monetary Economics and Econometrics. He has supervised large number of students in their MS/PhD theses and has presented his research in several international events. Dr. Atiq also has deep interest in Islamic Economics and Islamic Finance and has presented his research in on Islamic finance in several international conferences.

Can cointegration analysis solve spurious regression problem?

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The efforts to avoid the existence of spurious regression has led to the development of modern time series analysis (see How Modern Time Series Analysis Emerged? ). The core objective of unit root and cointegration procedures is to differentiate between genuine and spurious regression. However, despite the huge literature, the unit root and cointegration analysis […]

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