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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
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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
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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
Saved in:
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