Does Hamilton's OLS regression provide a "better alternative" to the Hodrick-Prescott filter? : a New Zealand business cycle perspective
Viv B Hall & Peter Thomson
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Hall, Vivian Bruce ; Thomson, Peter J. |
| Publisher: |
Wellington : School of Economics and Finance, Victoria University of Wellington |
| Subject: | Hamilton regression filter | stylised business cycle facts | New Zealand | end-point issues | Neuseeland | Konjunktur | Business cycle | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
freely available
| Extent: | 1 Online-Ressource (circa 39 Seiten) Illustrationen |
|---|---|
| Series: | SEF working paper. - Wellington : [Verlag nicht ermittelbar], ISSN 2230-2603, ZDB-ID 2625021-4. - Vol. 2020, 3 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:10063/8956 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012316586