A Beveridge–Nelson smoother
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference6 articles.
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3. Prediction theory for autoregressive-moving average processes;Burridge;Econometric Reviews,1988
4. Signal Extraction and the Formulation of Unobserved Component Models;Harvey,1999
5. On persistence of shocks to economic variables. A common misconception;Lippi;Journal of Monetary Economics,1992
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