Publications
View AllSegmented Trends and Non-Stationary Time Series
Since the influential work of Charles R. Nelson and Charles Plosser (1982), many empirical studies have concluded that macroeconomic time series are difference stationary. This ...
Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence
This paper investigates the possibility, raised by Perron (1989, 1990a), that aggregate economic time series can be characterized as being stationary around broken trend lines. ...
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- education
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- IT
- Publications
- 4
- Citations
- 6,579
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- ROR
- https://ror.org/0031wrj91