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Structural Time-Series Models with Common Trends and Common Cycles
16 references·0 citing·32 second hop
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References

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  • 1988Statistical analysis of cointegration vectors17,038 cited
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  • 2003Why Are the Beveridge-Nelson and Unobserved-Components Decompositions of GDP So Different?

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542 cited
  • 1990Testing For Common Features470 cited
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