Single source of error state space approach to the Beveridge Nelson decomposition (Q1929082): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: A state-space approach to calculating the Beveridge-Nelson decomposition. / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Q5474885 / rank | |||
Normal rank | |||
Revision as of 01:18, 6 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Single source of error state space approach to the Beveridge Nelson decomposition |
scientific article |
Statements
Single source of error state space approach to the Beveridge Nelson decomposition (English)
0 references
7 January 2013
0 references
Beveridge-Nelson decomposition
0 references
long-run multiplier
0 references
single source of error
0 references
state space models
0 references
