Decomposing shocks using State Space models

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startz
Non-normality and collinearity are NOT problems!
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Joined: Wed Sep 17, 2008 2:25 pm

Re: Decomposing shocks using State Space models

Postby startz » Wed Jun 29, 2011 9:04 am

I don't know what the author did, but you might try re-writing the equations only using shares.


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