Sibbertsen, Philipp2004-12-062004-12-062001http://hdl.handle.net/2003/527910.17877/DE290R-14206We discuss the increasing literature on misspecifying structural breaks or more general trends as long range dependence. We consider tests on structural breaks in the long-memory regression model as well as the behaviour of estimators of the memory parameter when structural breaks or trends are in the data but long-memory is noties It can be seen that it is hard to distinguish deterministic trends from long-range dependence.enUniversitätsbibliothek Dortmundlong-memorystructural breakstrends310report