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~isPartOf:"IZA Discussion Papers"
~isPartOf:"Münchener Wirtschaftswissenschaftliche Beiträge : VWL ; discussion papers"
~subject:"Leser filter"
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Search: subject:"Hodrick-Prescott filter"
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Hodrick-Prescott filter
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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
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2
Trend extraction from time series with structural breaks
Schlicht, Ekkehart
-
2007
Hodrick-Prescott
filter
. A practical problem arises, however, when the time series contains structural breaks (such as …
Persistent link: https://www.econbiz.de/10003470549
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3
Trend extraction from time series with missing observations
Schlicht, Ekkehart
-
2007
Hodrick-Prescott
filter
. A practical problem arises, however, when some data points are missing. This note proposes a method …
Persistent link: https://www.econbiz.de/10003470551
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