A multivariate innovations state space BeveridgeNelson decomposition
Ashton de Silva; Rob J. Hyndman; Ralph Snyder
| Year of publication: |
2009
|
|---|---|
| Authors: | De Silva, Ashton ; Hyndman, Rob J. ; Snyder, Ralph D. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 26.2009, 5, p. 1067-1074
|
| Subject: | Markov-Kette | Markov chain | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | Dekompositionsverfahren | Decomposition method | Theorie | Theory | Nationaleinkommen | National income | Australien | Australia | USA | United States | Großbritannien | United Kingdom |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003871265