Computation of the Beveridge-Nelson decomposition for multivariate economic time series
| Year of publication: |
1998
|
|---|---|
| Authors: | Ariño, Miguel A. ; Newbold, Paul |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 7172102. - Vol. 61.1998, 1, p. 37-42
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