Computing the mean square error of unobserved components extracted by misspecified time series models
| Year of publication: |
2009
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|---|---|
| Authors: | Harvey, Andrew C. ; Delle Monache, Davide |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 33.2009, 2, p. 283-295
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