The econometrics of the Hodrick-Prescott filter
Year of publication: |
May 2016
|
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Authors: | Jong, Robert M. de ; Sakarya, Neslihan |
Published in: |
The review of economics and statistics. - Cambridge, Mass. : MIT Press, ISSN 0034-6535, ZDB-ID 207962-8. - Vol. 98.2016, 2, p. 310-317
|
Subject: | Hodrick-Prescott Filter | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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