Computation of the Beveridge-Nelson decomposition for multivariate economic time series
Miguel A. Ariño ; Paul Newbold
| Year of publication: |
1998
|
|---|---|
| Authors: | Ariño, Miguel A. |
| Other Persons: | Newbold, Paul (contributor) |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 61.1998, 1, p. 37-42
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| 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/10001250908