Dynamic Regression and Filtered Data Series: A Laplace Approximation to the Effects of Filtering in Small Samples.
Year of publication: |
1993
|
---|---|
Authors: | Ghysels, E. ; Lieberman, O. |
Institutions: | Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) |
Subject: | econometrics |
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