Single source of error state space approach to the Beveridge Nelson decomposition (Q1929082): Difference between revisions
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| Property / DOI: 10.1016/j.econlet.2005.11.005 / rank | |||
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| Property / cites work: A state-space approach to calculating the Beveridge-Nelson decomposition. / rank | |||
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| Property / cites work: Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models / rank | |||
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| Property / cites work: Q5474885 / rank | |||
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| Property / DOI: 10.1016/J.ECONLET.2005.11.005 / rank | |||
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Latest revision as of 13:24, 16 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Single source of error state space approach to the Beveridge Nelson decomposition |
scientific article |
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Single source of error state space approach to the Beveridge Nelson decomposition (English)
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7 January 2013
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Beveridge-Nelson decomposition
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long-run multiplier
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single source of error
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state space models
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