Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:58, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of the Beveridge--Nelson decomposition for multivariate economic time series |
scientific article |
Statements
Computation of the Beveridge--Nelson decomposition for multivariate economic time series (English)
0 references
12 January 1999
0 references
VARMA models
0 references
trend-cycle decomposition
0 references
