Single source of error state space approach to the Beveridge Nelson decomposition

Heather M. Anderson, Chin Nam Low and Ralph David Snyder ()

Economics Letters, 2006, vol. 91, issue 1, pages 104-109

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Related works:
Working Paper: Single Source of Error State Space Approach to the Beveridge Nelson Decomposition (2004)
Working Paper: Single Source of Error State Space Approach to the Beveridge Nelson Decomposition (2004)
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