Pages that link to "Item:Q1667956"

The following pages link to The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (Q1667956):

Displaying 2 items.

• Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
• Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)