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Reconsidering ‘trends and random walks in macroeconomic time series’
David N. DeJong,
Charles H. Whiteman
Year
1991
Venue
Journal of Monetary Economics
Type
article
Citations
212
DOI
10.1016/0304-3932(91)90051-o
OpenAlex
W2031144539
Topics
Monetary Policy and Economic Impact
Random walk
Series (stratigraphy)
Econometrics
Inference
Unit root