Stochastic and deterministic trends in Finnish macroeconomic time series
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References listed on IDEAS
- Peter C.B. Phillips & Sam Ouliaris & Joon Y. Park, 1988. "Testing for a Unit Root in the Presence of a Maintained Trend," Cowles Foundation Discussion Papers 880, Cowles Foundation for Research in Economics, Yale University.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Franco Bevilacqua & Adriaan van Zon, 2004.
"Random walks and non-linear paths in macroeconomic time series: some evidence and implications,"
Chapters,in: Applied Evolutionary Economics and Complex Systems, chapter 3
Edward Elgar Publishing.
- Franco Bevilacqua & Adriaan van Zon, 2002. "Random Walks and Non-Linear Paths in Macroeconomic Time Series: Some Evidence and Implications," Working Papers geewp22, Vienna University of Economics and Business Research Group: Growth and Employment in Europe: Sustainability and Competitiveness.
- Asmaa Ahmed, 2005. "Random Walks in the Economic Dynamic Series," Economic Thought journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 2, pages 78-100.
More about this item
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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