Trends and Random Walks in Macroeconomic Time Series: A Re-Examination
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Publication:4021483
DOI10.2307/2527132zbMath0825.90226OpenAlexW3123689507MaRDI QIDQ4021483
Publication date: 16 January 1993
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2527132
Related Items (8)
Aggregate output dynamics in the twentieth century ⋮ Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models ⋮ Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models ⋮ COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE ⋮ Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root? ⋮ The KPSS stationarity test as a unit root test ⋮ Estimating and testing rational expectations models when the trend specification is uncertain. ⋮ Testing for a unit root in a nonlinear quantile autoregression framework
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