Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/158969 
Authors: 
Year of Publication: 
1991
Series/Report no.: 
Quaderni - Working Paper DSE No. 126
Publisher: 
Alma Mater Studiorum - Università di Bologna, Dipartimento di Scienze Economiche (DSE), Bologna
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: 
cc-by-nc Logo
Document Type: 
Working Paper

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