Computation of the Beveridge-Nelson decomposition for multivariate economic time series
| Year of publication: |
1998
|
|---|---|
| Authors: | Arino, Miguel A. ; Newbold, Paul |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 61.1998, 1, p. 37-42
|
| Publisher: |
Elsevier |