Pages that link to "Item:Q1929082"
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The following pages link to Single source of error state space approach to the Beveridge Nelson decomposition (Q1929082):
Displaying 5 items.
- The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
- What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models? (Q5080531) (← links)
- Single and multiple error state-space models for signal extraction (Q5220774) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)
- A robust Beveridge-Nelson decomposition using a score-driven approach with an application (Q6498748) (← links)
