The Multistep Beveridge–Nelson Decomposition
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Publication:5864361
DOI10.1080/07474938.2014.966631zbMath1491.62126OpenAlexW2001808005MaRDI QIDQ5864361
Publication date: 7 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2014.966631
Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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