Multivariate extension of the Hodrick-Prescott filter-optimality and characterization
Azzouz Dermoune; Boualem Djehiche; Nadji Rahmania
| Year of publication: |
2009
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| Authors: | Dermoune, Azzouz ; Djehiche, Boualem ; Rahmania, Nadji |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 13852619. - Vol. 13.2009, 3, p. 1-33
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| Type of publication: | Article |
|---|---|
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1558-3708.1656 [DOI] |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009949952