As time goes by I have learned of more and more ways that correlations can be spurious and more and more tests and correction procedures intended to avoid taking such correlations as meaningful. My question concerns whether either of two common correction procedures are sufficient as applied to economic time series with the usual characteristics of such series.
Suppose I have two highly correlated economic time series each of which is approximately stationary (after differencing if need be) but with some internal time structure such as auto correlation. Suppose, moreover, that there is a plausible story suggesting a casual relationship between the two, but, unknown to me, there is no real causal relationship between these series, direct or indirect. Will either of the following procedures, without more, generally reveal the spurious nature of the relationship?
If I estimate a simple linear model of one on the other, but subject it to a lasso penalty with a cross-validated shrinkage coefficient, will the penalty usually shrink the coefficient to roughly zero?
If I run a standard error-correction model of one variable on the other, can I assume that the coefficients on the level and change of the dependent variable will show up as insignificant?
I am not asking about pathological cases. Obviously any test can be defeated by a sufficient coincidence in the random components of the variables. My question is, can I trust such results to the (admittedly limited) extent that I should generally accept significance levels as evidence of a true relationship? Or are there additional tests beyond these that are required before I should take an apparent relationship between two time series seriously?