Dynamic regression and filtered data series
a Laplace approximation to the effects of filtering in small samples
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Author
Contributions
- Lieberman, Offer. - Contributor
Publication
1993 - Bristol University, Department of Economics, Bristol, United Kingdom
Language
English
Subjects
Series Statement
- Economic discussion paper series / Bristol University, Department of Economics -- no.368
- Economic discussionpaper (Bristol University, Department of Economics) -- no.368.
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