The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series
Jonanthan J. Reeves; Conrad A. Blyth; Christopher M. Triggs; John P. Small
| Year of publication: |
2000 ; [Elektronische Ressource]
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|---|---|
| Authors: | Reeves, Jonanthan J. ; Blyth, Conrad A. ; Triggs, Christopher M. ; Small, John P. |
| 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. 4.2000, 1, p. 1-16
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| Extent: | ill |
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| Type of publication: | Article |
| Language: | English |
| Notes: | Systemvoraussetzung: Acrobat reader |
| Source: |
Persistent link: https://www.econbiz.de/10009949738