Pages that link to "Item:Q299212"

The following pages link to The relationship between the Beveridge-Nelson decomposition and other permanent-transitory decompositions that are popular in economics (Q299212):

Displaying 10 items.

• The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (Q1667956) (← links)
• Optimal signal extraction with correlated components (Q1695657) (← links)
• Bayesian analysis of structural correlated unobserved components and identification via heteroskedasticity (Q2700547) (← links)
• Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
• What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models? (Q5080531) (← links)
• The estimation uncertainty of permanent-transitory decompositions in co-integrated systems (Q5860914) (← links)
• Predictability, real time estimation, and the formulation of unobserved components models (Q5862414) (← links)
• The Multistep Beveridge–Nelson Decomposition (Q5864361) (← 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)