Trends and random walks in macroeconomic time series

DOI10.1016/0165-1889(88)90043-7zbMath0659.62128OpenAlexW1607204504WikidataQ115188646 ScholiaQ115188646MaRDI QIDQ1112530

Pierre Perron

Publication date: 1988

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1889(88)90043-7

zbMATH Keywords

macroeconomic time seriespresence of a unit rootunivariate time series models

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84)

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