With the objective to settle the often conflicting and  inconclusive extant debate on whether the observed secular  growth can be characterized by a deterministic or stochastic  trend, Darne comes up with an alternative method - the outlier  detection methodology and studies the persistence properties of  US real GNP for the period 1869-1993. Given that the presence of outliers in a time series - unless detected and adjusted - often render wrong impression on the persistence properties and their implications for long-run growth, Darni's contribution in this  regard is significant. Outliers of varied types assume varying persistence profiles, therefore detection of them in the GNP growth is a pre-requisite for characterizing the series in a  stochastic or deterministic setting. To further intuition on the  exact nature of persistence, I applied fractional integration test  of the four real GNP series and found that outlier adjusted GNP  series are mean-reverting and are more persistent than original. The rate of convergence of stochastic shocks to long-run mean  have important implications for growth dynamics.