On suboptimality of the Hodrick-Prescott filter at time series endpoints
| Year of publication: |
2005
|
|---|---|
| Authors: | Mise, Emi ; Kim, Tae-Hwan ; Newbold, Paul |
| Published in: |
Journal of Macroeconomics. - Elsevier, ISSN 0164-0704. - Vol. 27.2005, 1, p. 53-67
|
| Publisher: |
Elsevier |