Computation of the Beveridge–Nelson decomposition for multivariate economic time series
Authors:
- Miguel A. AriñoMAMiguel A. Ariño
- Paul NewboldPNPaul Newbold
- 1 October 1998
- journal article
- research article
- Published by Elsevier in Economics Letters
- Vol. 61 (1) , 37-42
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
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