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A multivariate innovations state space BeveridgeNelson decomposition
De Silva, Ashton
;
Hyndman, Rob J.
;
Snyder, Ralph D.
- In:
Economic modelling
26
(
2009
)
5
,
pp. 1067-1074
Persistent link: https://www.econbiz.de/10003871265
Saved in:
2
A multivariate innovations state space Beveridge–Nelson decomposition
de Silva, Ashton
;
Hyndman, Rob J.
;
Snyder, Ralph
- In:
Economic modelling
26
(
2009
)
5
,
pp. 1067-1075
Persistent link: https://www.econbiz.de/10008898734
Saved in:
3
A multivariate innovations state space Beveridge–Nelson decomposition
de Silva, Ashton
;
Hyndman, Rob J.
;
Snyder, Ralph
- In:
Economic modelling
26
(
2009
)
5
,
pp. 1067-1074
Persistent link: https://www.econbiz.de/10008280404
Saved in:
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