The following pages link to A Beveridge-Nelson smoother. (Q1978559):
Displaying 4 items.
- Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
- ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS (Q3580640) (← links)
- Trend–Cycle Decompositions with Correlated Components (Q5291757) (← links)
- The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)
