Dynamic Regression and Filtered Data Series: a Laplace Approximation to the Effects of Filtering in Small Samples.


Autoria(s): Ghysels, E.; Lieberman, O.
Data(s)

24/01/2008

24/01/2008

1993

Formato

985868 bytes

application/pdf

Identificador

Ghysels, E. et Lieberman, O., «Dynamic Regression and Filtered Data Series: a Laplace Approximation to the Effects of Filtering in Small Samples.», Cahier de recherche #9335, Département de sciences économiques, Université de Montréal, 1993, 24 pages.

http://hdl.handle.net/1866/2080

Relação

Cahier de recherche #9335

Palavras-Chave #ECONOMETRICS
Tipo

Article