Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780): Difference between revisions

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Latest revision as of 12:28, 16 August 2024

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Computation of the Beveridge--Nelson decomposition for multivariate economic time series
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    Computation of the Beveridge--Nelson decomposition for multivariate economic time series (English)
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    12 January 1999
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    VARMA models
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    trend-cycle decomposition
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