Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Year of publication: |
2022
|
---|---|
Authors: | Yamada, Hiroshi |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 38.2022, 3, p. 419-453
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
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