Computation of the Beveridge--Nelson decomposition for multivariate economic time series (Q1274780)
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scientific article; zbMATH DE number 1238606
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computation of the Beveridge--Nelson decomposition for multivariate economic time series |
scientific article; zbMATH DE number 1238606 |
Statements
Computation of the Beveridge--Nelson decomposition for multivariate economic time series (English)
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12 January 1999
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VARMA models
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trend-cycle decomposition
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