Keywords
Unit rootSeries (stratigraphy)EconometricsAutocorrelationUnivariateNonparametric statisticsEconomicsParametric statisticsTime seriesRandom walkOrder of integration (calculus)MathematicsStatisticsMultivariate statistics
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Publication Info
- Year
- 1988
- Type
- article
- Volume
- 12
- Issue
- 2-3
- Pages
- 297-332
- Citations
- 2465
- Access
- Closed
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Cite This
Pierre Perrón
(1988).
Trends and random walks in macroeconomic time series.
Journal of Economic Dynamics and Control
, 12
(2-3)
, 297-332.
https://doi.org/10.1016/0165-1889(88)90043-7
Identifiers
- DOI
- 10.1016/0165-1889(88)90043-7