Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. A practical problem arises, however, when some data points are missing. This note proposes a method for coping with this problem.

We estimate the height of various European populations in the first half of the 18th century. English and Irish male heights are estimated at c. 65 inches (165 cm), and c. 66 inches (168 cm) respectively. These values are below those obtained from the only other sample available for the period...

This note gives a fairly complete statistical description of the Hodrick-Prescott Filter (1997), originally proposed by Leser (1961). It builds on an approach to seasonal adjustment suggested by Leser (1963) and Schlicht (1981, 1984). A moments estimator for the smoothing parameter is proposed...

The physical stature of lower- and upper-class English youth are compared to one another and to their European and North American counterparts. The height gap between the rich and poor was the greatest in England, reaching 22 cm at age 16. The poverty-stricken English children were shorter for...

Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. A practical problem arises, however, when the time series contains structural breaks (such as produced by German unification for German time series, for...

Within the course of the 20th century the American population went through a metamorphosis from being the tallest in the world, to being among the most overweight. The American height advantage over Western and Northern Europeans was between 3 and 9 cm in the middle of the 19th century....

Aiming to further explore possible underlying causes for the recent stagnation in American heights, this paper describes the result of analysis of the commercial U.S. Sizing Survey. Using zip codes available in the data set, we consider geographic correlates of height such as local poverty rate,...

The estimation of models with time-varying coefficients is usually performed by Kalman-Bucy filtering. The two-sided filter proposed by Schlicht (1988) is statistically and computationally superior to the one-sided Kalman-Bucy filter. This paper describes the estimation procedure and the program...

Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. Practical problems arise, however, if the time series contains structural breaks (as produced by German unification for German time series, for instance),...