Boosting the Hodrick-Prescott filter
by Peter C.B. Phillips and Zhentao Shi
| Year of publication: |
2019
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Shi, Zhentao |
| Publisher: |
New Haven, Connecticut : Cowles Foundation for Research in Economics, Yale University |
| Subject: | Boosting | Cycles | Empirical macroeconomics | HP filter | Machine learning | Nonstationary time series | Trends | Unit root processes | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Einheitswurzeltest | Unit root test | Künstliche Intelligenz | Artificial intelligence | Konjunktur | Business cycle |
freely available
| Extent: | 1 Online-Ressource (circa 46 Seiten) Illustrationen |
|---|---|
| Series: | Cowles Foundation discussion paper. - New Haven, Conn. : [Verlag nicht ermittelbar], ZDB-ID 2195818-X. - Vol. no. 2192 (May 2019) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | An updated and revised version of this working paper entitled "Boosting: why you can use the HP filter" |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012062406