//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"IZA Discussion Papers"
~isPartOf:"Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers"
~subject:"Kalman filtering"
~type_genre:"Working Paper"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Hodrick-Prescott filter"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Kalman filtering
Hodrick-Prescott filter
8
Zeitreihenanalyse
7
Time series analysis
6
Theorie
4
spline
4
time-series
4
Leser filter
3
Statistical theory
3
Statistische Methodenlehre
3
Theory
3
Trend
3
interpolation
3
smoothing
3
Kalman-Bucy
2
Schätztheorie
2
Trend extraction
2
Zustandsraummodell
2
adaptive estimation
2
gaps
2
missing observations
2
random walk
2
state-space models
2
time-varying coefficients
2
trend
2
trend estimation
2
Easterlin Paradox
1
Estimation theory
1
European country panel
1
Kalman filter
1
Saisonale Schwankungen
1
Saisonbereinigung
1
Saisonkomponente
1
Seasonal component
1
Seasonal variations
1
State space model
1
Structural break
1
Strukturbruch
1
Whittaker-Henderson graduation
1
Wiener-Kolmogorov filter
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Working Paper
Language
All
English
1
Author
All
Schlicht, Ekkehart
1
Published in...
All
IZA Discussion Papers
Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers
Source
All
EconStor
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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) which has been proposed …
Persistent link: https://www.econbiz.de/10010261819
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->