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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
Cover Image
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
Cover Image
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