Does Hamilton's OLS regression provide a "better alternative" to the Hodrick-Prescott filter? : a New Zealand business cycle perspective
Viv B Hall and Peter Thomson
| Year of publication: |
July 2020
|
|---|---|
| Authors: | Hall, Vivian Bruce ; Thomson, Peter J. |
| Publisher: |
Canberra : Australian National University, Crawford School of Public Policy, Centre for Applied Macroeconomic Analysis |
| 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 38 Seiten) Illustrationen |
|---|---|
| Series: | CAMA working paper series. - Canberra : [Verlag nicht ermittelbar], ZDB-ID 2468679-7. - Vol. 2020, 71 (July 2020) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012533645