Pages that link to "Item:Q1929080"
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The following pages link to The Beveridge-Nelson decomposition of Markov-switching processes (Q1929080):
Displaying 4 items.
- Trend/cycle decomposition of regime-switching processes (Q299214) (← links)
- Markov-switching and the Beveridge-Nelson decomposition: has US output persistence changed since 1984? (Q299215) (← 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)