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

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@article{65061575245547a4b4889aa34e637a2e,

title = "Single source of error state space approach to the Beveridge Nelson decomposition",

author = "Anderson, {Heather Margot} and Low, {Chin Nam} and Snyder, {Ralph David}",

year = "2006",

doi = "10.1016/j.econlet.2005.11.005",

language = "English",

volume = "91",

pages = "104 -- 109",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - Single source of error state space approach to the Beveridge Nelson decomposition

AU - Anderson, Heather Margot

AU - Low, Chin Nam

AU - Snyder, Ralph David

PY - 2006

Y1 - 2006

UR - http://<Go to ISI>://000237185500018

U2 - 10.1016/j.econlet.2005.11.005

DO - 10.1016/j.econlet.2005.11.005

M3 - Article

SN - 0165-1765

VL - 91

SP - 104

EP - 109

JO - Economics Letters

JF - Economics Letters

IS - 1

ER -