TRENDS VERSUS RANDOM-WALKS IN TIME-SERIES ANALYSIS

被引：100

作者：

DURLAUF, SN ^{[1
]}

PHILLIPS, PCB ^{[1
]}

机构：

[1] YALE UNIV,COWLES FDN RES ECON,NEW HAVEN,CT 06520

来源：

ECONOMETRICA | 1988年 / 56卷 / 06期

关键词：

D O I：

10.2307/1913101

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1333 / 1354

页数：22

共 36 条

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[24]

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PHILLIPS PCB, 1987, 847 COWL F DISC PAP

[28]

PHILLIPS PCB, 1986, 809R COWL F DISC PAP

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[30] TESTING RESIDUALS FROM LEAST-SQUARES REGRESSION FOR BEING GENERATED BY THE GAUSSIAN RANDOM-WALK [J].

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