Trends Versus Random Walks in Time Series Analysis
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Note: CFP 744.
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- Durlauf, Steven N & Phillips, Peter C B, 1988. "Trends versus Random Walks in Time Series Analysis," Econometrica, Econometric Society, vol. 56(6), pages 1333-1354, November.
References listed on IDEAS
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Keywords
Excess volatility tests; integrated processes; misspecification; specification tests; spurious detrending;All these keywords.
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