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The Hodrick-Prescott filter with a time-varying
penalization
parameter : an application for the trend estimation of global temperature
Blöchl, Andreas
;
Flaig, Gebhard
-
2014
for the
penalization
parameter. The optimal values are derived by a comparison with an ideal filter. The method is applied … of the flexible
penalization
the trend component of temperature is still increasing, possibly with a somewhat lower pace. …
Persistent link: https://www.econbiz.de/10010229859
Saved in:
2
Penalized regression with correlation based penalty
Tutz, Gerhard
;
Ulbricht, Jan
-
2006
which explicitly links strength of
penalization
to the correlation between predictors. As the elastic net, the method …
Persistent link: https://www.econbiz.de/10010266210
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