✦ LIBER ✦

Precise and efficient computation of the Beveridge-Nelson decomposition of economic time series

✍ Scribed by Paul Newbold

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Computation of the Beveridge–Nelson deco

✍ Miguel A. Ariño; Paul Newbold 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 50 KB

The Beveridge-Nelson decomposition of ec

✍ Stephen M. Miller 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 94 KB

The Beveridge-Nelson decomposition of ec

✍ John T. Cuddington; L.Alan Winters 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 167 KB

Computation of the Beveridge–Nelson deco

✍ Arielle Beyaert; Alfonso J. Quesada Medina 📂 Article 📅 2001 🏛 Elsevier Science 🌐 English ⚖ 74 KB

Why Are the Beveridge-Nelson and Unobser

✍ James C. Morley, Charles R. Nelson and Eric Zivot 📂 Article 📅 2003 🏛 MIT Press 🌐 English ⚖ 524 KB

IMPROVING THE COMPUTATIONAL EFFICIENCY O

✍ Corrado Corradi; Claudia Scarani 📂 Article 📅 1987 🏛 John Wiley and Sons 🌐 English ⚖ 152 KB