The following pages link to A Beveridge-Nelson smoother. (Q1978559):
Displaying 6 items.
- Characterising economic trends by Bayesian stochastic model specification search (Q1621317) (← links)
- Trend estimation of financial time series (Q3103150) (← links)
- ON THE SPECTRAL PROPERTIES OF MATRICES ASSOCIATED WITH TREND FILTERS (Q3580640) (← links)
- Unscented Rauch--Tung--Striebel Smoother (Q4974194) (← links)
- Trend–Cycle Decompositions with Correlated Components (Q5291757) (← links)
- The Multistep Beveridge–Nelson Decomposition (Q5864361) (← links)