The Robustness of Trend Stationarity: An Illustration with the Extended Nelson–Plosser Dataset
使用扩展至1988年的Nelson-Plosser数据集，重新评估了Andreu和Spanos关于趋势平稳性的结论，发现其模型在扩展期内表现出显著稳定性，结论比原研究显示的更稳健。
Abstract We re‐evaluate Andreu and Spanos's findings in favour of trend stationarity by considering the extended Nelson–Plosser data set. This expanded (to 1988) data set includes a period of rather different behaviour compared with the original Nelson–Plosser data used by Andreou and Spanos. We find that Andreou and Spanos's models (with only minor adjustments) exhibit remarable stability over this extended period, and indicate that their conclusions are more robust than they have shown.