The econometrics of the Hodrick-Prescott filter
Robert M. de Jong and Neslihan Sakarya
| Year of publication: |
May 2016
|
|---|---|
| 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
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| Subject: | Hodrick-Prescott Filter | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011477245