Nelson C R & Plosser C I.
Trends and random walks in macroeconomic ...
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
Trends
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The strategy proposed by Nelson and Plosser [1982] is to include the deterministic trend and the random walk hypotheses in a common test ...
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A
reexamination of the
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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 ...
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PII: 0304-3932(91)90051-O
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NBER WORKING PAPER SERIES A
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STOR
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Keywords: first
(second) differences of a time series; random walk
...
Nelson, C.R., & Plosser, C.I. (1982), "Trends and random walks in macroeconomic time series. Some evidence and implications,". Journal of Monetary Economics ...
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Charles R. Nelson
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...
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Microsoft
PowerPoint - Cochrane (1994) QJE
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...
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...
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