An I() model with trend and cycles (2011)
Attributed to:
Extraction of trend, cycle, and memory from economic and financial series
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2011.03.006
Publication URI: http://dx.doi.org/10.1016/j.jeconom.2011.03.006
Type: Journal Article/Review
Parent Publication: Journal of Econometrics
Issue: 2