Keywords
Random walkSeries (stratigraphy)EconomicsEconometricsStatistical physicsMathematical economicsMathematicsStatisticsPhysicsGeology
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Publication Info
- Year
- 1982
- Type
- article
- Volume
- 10
- Issue
- 2
- Pages
- 139-162
- Citations
- 4619
- Access
- Closed
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Cite This
Charles R. Nelson,
Charles R. Plosser
(1982).
Trends and random walks in macroeconmic time series.
Journal of Monetary Economics
, 10
(2)
, 139-162.
https://doi.org/10.1016/0304-3932(82)90012-5
Identifiers
- DOI
- 10.1016/0304-3932(82)90012-5