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Nelson C R & Plosser C I. Trends and random walks in macroeconomic time series: some evidence and implications. J. Monetary Econ. 10:139-62, 1982. ...

http://www.garfield.library.upenn.edu/classics1993/A1993LK07800001.pdf

The strategy proposed by Nelson and Plosser [1982] is to include the deterministic trend and the random walk hypotheses in a common test ...

http://www.springerlink.com/index/E823535354R23275.pdf

Nelson CR, Plosser CI (1982) Trends and random walk in macroeconomic time series. Journal of Monetary Economics 10: 139-162. 6. Perron P (1988) Trends and ...

http://www.springerlink.com/index/N2343R63665X2011.pdf

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Nelson, Charles R. and Charles I. Plosser, "Trends and Random Walks in. Macroeconomic Time Series," Journal of Monetary Economics, 1982, 10, 139-162. ...

http://www.nber.org/papers/w2364.pdf

Nelson, C. R. and C. Plosser (1982). "Trends and Random Walks in. Macroeconomics Time Series: Some Evidence and Implications." Journal of ...

http://www.nber.org/papers/w2255.pdf

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Nelson C. R. and Plosser C. I., 1982, ”Trends and random walks in macroeconomic time series: some evidence and implications”, Journal of Monetary Economics, ...

http://www.wu.ac.at/inst/vw1/gee/papers/gee!wp22.pdf

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Nelson, C.R., & Plosser, C.I. (1982), "Trends and random walks in macroeconomic time series. Some evidence and implications,". Journal of Monetary Economics ...

http://www.informaworld.com/index/780101225.pdf

Nelson, C. and Plosser, C. (1982) Trends and random walks in macro- economic time series, Journal of Monetary Economics, 10,. 139–62. ...

http://www.informaworld.com/index/T4W9FTJP2EAPT5YP.pdf

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macroeconomic time series, in particular those considered by Nelson and Plosser (1982), are random walks or stationary processes around a level or a trend. ...

http://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID963425_code649976.pdf?abstractid=962243&mirid=1

Nelson, Charles R., and Charles I. Plosser, 1982, Trends and random walks in macroeconomic time series, Journal of Monetary Economics 10, 139-162. ...

http://papers.ssrn.com/sol3/delivery.cfm/nber_t0063.pdf?abstractid=282675

by P Chen - 1996 - Cited by 42

http://pchen.ccer.edu.cn/homepage/Major papers by Chenping/SNDE96p.PDF

Nelson, Charles R., and Charles I. Plosser (1982). “Trends and Random Walks in Macro-. Economic Time Series: Some Evidence and Implications. ...

http://muse.jhu.edu/journals/journal_of_money_credit_and_banking/v036/36.3apapell.pdf

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[21] Ch. R. Nelson, Ch. I. Plosser, Trends and Random Walks in Macroeco- nomic Time Series: Some Evidence and Implications. Journal of Monetary ...

http://www.statoo.com/sst04/presentations/Emmenegger_Paper.pdf

Nelson, C. And C. Plosser (1982) “Trends and Random walks in macroeconomic time series: some evidence and implications,” Journal of Monetary Economics, 10, ...

http://www.mssanz.org.au/modsim09/D7/carlaw.pdf

U.S. GNP. (Nelson and Plosser (1982)) → GNP is random walk .... Trend in GNP is current GNP plus expected future growth rate : ...

http://people.bu.edu/fgourio/cochrane1994QJE.pdf

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Nelson, Charles and Charles Plosser (1982), “Trends and Random Walks in Macroeconomic Time. Series,” Journal of Monetary Economics 10: 139-62. ...

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Nelson, C.R.; Plosser, C.I.: "Trends and random walks in macroeconomic time series." Journal of Monetary Economics 10, 1982, 139 { 162. ...

http://dspace.hrz.uni-dortmund.de:8080/bitstream/2003/5035/1/2000_30.pdf

by J Morley - 2005Coefficients Against the Random Walk Alternative." Annals of Statistics 16: 218-35. Nelson, C. R. and C. I. Plosser (1982). "Trends and Random Walks in ...

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Yt follows a linear trend-stationary process. Nelson and Plosser dub it the ... tests are that Yt follows the stochastic trend (or random walk) process. ...

http://nccur.lib.nccu.edu.tw/bitstream/140.119/37790/1/114.pdf

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by L Kilian - 2010Nelson and Plosser (1982), “Trends and Random Walks in Macroeconomic Time Series,”. Journal of Monetary Economics, 10, 139-162. Hamilton, ch. 17 ...

http://www-personal.umich.edu/~lkilian/syll676.pdf

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