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The Holt-Winters filter and the one-sided HP filter : a close correspondence
Alfaro, Rodrigo
;
Drehmann, Mathias
-
2022
Persistent link: https://www.econbiz.de/10013327235
Saved in:
2
Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana
;
Girdenas, Sarunas
;
Liu, Keqing
-
2015
Persistent link: https://www.econbiz.de/10010501947
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Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana
;
Girdėnas, Šarūnas
;
Liu, Keqing
- In:
Economics letters
130
(
2015
),
pp. 93-96
Persistent link: https://www.econbiz.de/10011422420
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