Computation of the Beveridge--Nelson decomposition for multivariate economic time series
type: Item
instance of: scholarly article
title: Computation of the Beveridge--Nelson decomposition for multivariate economic time series
zbMATH Open document ID: 0911.90084
DOI: 10.1016/S0165-1765(98)00131-1
author: Miguel A. Ariño
author: Paul Newbold
published in: Economics Letters
publication date: 1999-01-12T00:00:00Z
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 1238606
zbMATH Keywords: VARMA models
zbMATH Keywords: trend-cycle decomposition
MaRDI profile type: Publication
cites work: COINTEGRATION AND COMMON FACTORS
cites work: Q3783791
cites work: Q4039983
cites work: Q4001588
cites work: Identifying a Simplifying Structure in Time Series
cites work: Testing for Common Trends
Wikidata QID: Q127288775
description: scientific article; zbMATH DE number 1238606