A modification of the HP filter aiming at reducing the end-point bias
Author: P.-A. Bruchez
| Year of publication: |
18 Aug. 2003 ; [Elektronische Ressource]
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|---|---|
| Other Persons: | Bruchez, Pierre-Alain (contributor) |
| Institutions: | Schweiz / Ökonomenteam (contributor) |
| Publisher: |
Bern : Eidg. Finanzverwaltung |
| Subject: | Hodrick-Prescott Filter | Zeitreihenanalyse | Time series analysis | Frühindikator | Leading indicator | Schätztheorie | Estimation theory |
| Extent: | Online-Ressource, 20 p., text ill |
|---|---|
| Series: | Working paper der EFV. - Bern, ISSN 1660-7937, ZDB-ID 2165306-9. - Vol. 2003,3 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature ; Amtsdruckschrift ; Government document |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002367344