A Beveridge-Nelson smoother

Tommaso Proietti, Andrew Harvey

Year of publication:	2000
Authors:	Proietti, Tommaso ; Harvey, Andrew C.
Published in:	Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 67.2000, 2, p. 139-146
Subject:	Theorie \| Theory \| Zustandsraummodell \| State space model \| ARMA-Modell \| ARMA model

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