Search Results - subject:"Random-Walk Assumption"

Univariate Unobserved-Component Model with a Non-Random-Walk Permanent Component

Xu, Zhiwei - Volkswirtschaftliche Fakultät, … - 2008

In this note, we revisit the univariate unobserved-component (UC) model of US GDP by relaxing the traditional random-walk … assumption of the permanent component. Since our general UC model is unidentified, we investigate the upper bound of the …

Persistent link: https://www.econbiz.de/10011114005

Univariate unobserved-component model with a nonrandom-walk permanent component

Xu, Zhiwei - In: Applied economics 45 (2013) 31/33, pp. 4733-4737

Persistent link: https://www.econbiz.de/10010224997

Univariate Unobserved-Component Model with Non-Random Walk Permanent Component

Xu, Zhiwei - Volkswirtschaftliche Fakultät, … - 2008

Persistent link: https://www.econbiz.de/10011108937

Univariate Unobserved-Component Model with Non-Random Walk Permanent Component

Xu, Zhiwei - Volkswirtschaftliche Fakultät, … - 2008

Persistent link: https://www.econbiz.de/10005835469