Pages that link to "Item:Q4881705"
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The following pages link to BEVERIDGE-NELSON-TYPE TRENDS FOR I(2) AND SOME SEASONAL MODELS (Q4881705):
Displaying 4 items.
- The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212) (← links)
- The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (Q1667956) (← links)
- A permanent-transitory decomposition for ARFIMA processes (Q1878834) (← links)
- Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
