A robust Beveridge-Nelson decomposition using a score-driven approach with an application (Q6498748)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A robust Beveridge-Nelson decomposition using a score-driven approach with an application |
scientific article; zbMATH DE number 7844111
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A robust Beveridge-Nelson decomposition using a score-driven approach with an application |
scientific article; zbMATH DE number 7844111 |
Statements
A robust Beveridge-Nelson decomposition using a score-driven approach with an application (English)
0 references
7 May 2024
0 references
trend and cycle
0 references
filtering
0 references
autoregressive integrated moving average model
0 references
score-driven model
0 references
heavy-tailed distributions
0 references
0 references
0.810822069644928
0 references
0.8044031858444214
0 references
0.7916619181632996
0 references
0.7824272513389587
0 references
0.7823219299316406
0 references
