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The persistent-transitory representation for earnings processes - MaRDI portal

The persistent-transitory representation for earnings processes (Q4586213)

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scientific article; zbMATH DE number 6935695
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The persistent-transitory representation for earnings processes
scientific article; zbMATH DE number 6935695

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    The persistent-transitory representation for earnings processes (English)
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    12 September 2018
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    earnings process
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    persistent-transitory shocks
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    ARMA model
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    permanent-transitory shocks
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