Pages that link to "Item:Q1667956"
From MaRDI portal
The following pages link to The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (Q1667956):
Displaying 4 items.
- Decomposition of Japanese yen interest rate data through local regression (Q1000426) (← links)
- Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)
- Computation of the Beveridge--Nelson decomposition in the case of cointegrated systems with \(I(0)\) variables (Q5941396) (← links)
- Trend and cycle decomposition of Markov switching (co)integrated time series (Q6122756) (← links)