Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/158969
Authors: 
Bianchi, Marco
Year of Publication: 
1991
Series/Report no.: 
Quaderni - Working Paper DSE 126
Abstract: 
In this paper we simulate a series which is segmented trend plus noise. Despite the imposed data generating process, usual tests for unit roots and estimates of persistence fail to reject the random walk hypothesis.
Persistent Identifier of the first edition: 
Creative Commons License: 
https://creativecommons.org/licenses/by-nc/3.0/
Document Type: 
Working Paper

Files in This Item:
File
Size
91.79 kB





Items in EconStor are protected by copyright, with all rights reserved, unless otherwise indicated.