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~institution:"Department of Economics, University of Victoria"
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confidence bands
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time-series decomposition
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Giles, David E.
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Department of Economics, University of Victoria
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Constructing Confidence Bands for the
Hodrick-Prescott
Filter
Giles, David E.
-
Department of Economics, University of Victoria
-
2012
By noting that the
Hodrick-Prescott
filter
can be expressed as the solution to a particular regression problem, we are …
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