Single source of error state space approach to the Beveridge Nelson decomposition
type: Item
instance of: scholarly article
title: Single source of error state space approach to the Beveridge Nelson decomposition
zbMATH Open document ID: 1254.91391
author: Yanyan Li
published in: Economics Letters
publication date: 2013-01-07T00:00:00Z
full work available at URL: wp21-04.pdf
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6122317
zbMATH Keywords: Beveridge-Nelson decomposition
zbMATH Keywords: long-run multiplier
zbMATH Keywords: single source of error
zbMATH Keywords: state space models
MaRDI profile type: Publication
OpenAlex ID: W2067166641
cites work: A state-space approach to calculating the Beveridge-Nelson decomposition.
cites work: Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models
cites work: Q5474885
DOI: 10.1016/J.ECONLET.2005.11.005
description: scientific article; zbMATH DE number 6122317