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Single source of error state space approach to the Beveridge Nelson decomposition
Anderson, Heather M.; Low, Chin Nam; Snyder, Ralph D. - In: Economics letters 91 (2006) 1, pp. 104-109
Persistent link: https://www.econbiz.de/10003315118
Cover Image
Single source of error state space approach to the Beveridge Nelson decomposition
Anderson, Heather M.; Low, Chin Nam; Snyder, Ralph - In: Economics letters 91 (2006) 1, pp. 104-109
Persistent link: https://www.econbiz.de/10007260366
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On the pooling of cross-sectional and time-series data in the presence of heteroskedasticity
Anderson, Heather M. - In: Economics letters 60 (1998) 3, pp. 291-296
Persistent link: https://www.econbiz.de/10001251676