A robust Beveridge-Nelson decomposition using a score-driven approach with an application (Q6498748)
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scientific article; zbMATH DE number 7844111
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust Beveridge-Nelson decomposition using a score-driven approach with an application |
scientific article; zbMATH DE number 7844111 |
Statements
A robust Beveridge-Nelson decomposition using a score-driven approach with an application (English)
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7 May 2024
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trend and cycle
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filtering
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autoregressive integrated moving average model
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score-driven model
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heavy-tailed distributions
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