Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Created claim: Wikidata QID (P12): Q127288775, #quickstatements; #temporary_batch_1723807531120 |
||
| Property / Wikidata QID | |||
| Property / Wikidata QID: Q127288775 / rank | |||
Normal rank | |||
Latest revision as of 12:28, 16 August 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
