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~isPartOf:"BORRADORES DE ECONOMIA"
~isPartOf:"IZA Discussion Papers"
~isPartOf:"Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers"
~subject:"trend"
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Search: subject:"Hodrick-Prescott filter"
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trend
Hodrick-Prescott filter
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1
Trend extraction from time series with structural breaks and missing observations
Schlicht, Ekkehart
-
2008
Hodrick-Prescott
filter
. Practical problems arise, however, if the time series contains structural breaks (as produced by …
Persistent link: https://www.econbiz.de/10003951479
Saved in:
2
Estimating the smoothing parameter in the so-called
Hodrick-Prescott
filter
Schlicht, Ekkehart
-
2004
This note gives a fairly complete statistical description of the
Hodrick-Prescott
Filter
(1997), originally proposed by …
Persistent link: https://www.econbiz.de/10010440442
Saved in:
3
Estimating the Smoothing Parameter in the So-Called
Hodrick-Prescott
Filter
Schlicht, Ekkehart
-
Institute for the Study of Labor (IZA)
-
2004
This note gives a fairly complete statistical description of the
Hodrick-Prescott
Filter
(1997) which has been proposed …
Persistent link: https://www.econbiz.de/10005703010
Saved in:
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