Dynamic regression and filtered data series
Subtitle: a Laplace approximation to the effects of filtering in small samples
By: EricGhysels, Offer Lieberman.
Contributors: Lieberman, Offer.
Series: Economic discussion paper series / Bristol University, Department of Economics -- no.368; Economic discussionpaper (Bristol University, Department of Economics) -- no.368.
Publisher: Bristol University, Department of Economics
Published: 1993
Place of publication: Bristol
Language: eng