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What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models?
Authors:
Iwata, Shigeru Li, Han
Citation:
Iwata, Shigeru et Li, Han, What are the Differences in Trend Cycle Decompositions by Beveridge and Nelson and by Unobserved Component Models?, Econometric reviews , 24(1-2), 2015, pp. 146-173
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