PDF Multivariate Estimates of The Permanent Components of Gnp and ...
MULTIVARIATE ESTIMATES OF THE PERMANENT COMPONENTS OF GNP AND STOCK PRICES* John H. COCHRANE and Argia M. SBORDONE University of Chicago, Chicago, IL 60637, USA Received November 1987, final version received January 1988 ... (has a flat graph of l/k times the variance of ................
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