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Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples

Eric Ghysels

Publication Data

Title Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples
Author Eric Ghysels
Contributors Offer Lieberman, Offer Lieberman
Publisher University of Bristol Department of Economics
Publication date 1993
Publication location Bristol
Language English

Topics

England

Catalogue Data

OBNB ID GB9459021
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 22p.

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Dynamic regression and filtered data series : a Laplace approximation to the effects of filtering in small samples by Eric Ghysels. Published by University of Bristol Department of Economics in 1993. Publication and catalogue information, links to buy online and reader comments.

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