Pages that link to "Item:Q5941396"
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The following pages link to Computation of the Beveridge--Nelson decomposition in the case of cointegrated systems with \(I(0)\) variables (Q5941396):
Displaying 3 items.
- Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780) (← links)
- The multivariate Beveridge-Nelson decomposition with I(1) and I(2) series (Q1667956) (← links)
- Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration (Q2700549) (← links)