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Shi, Zhentao
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Cowles Foundation discussion paper
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Economic modelling
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Boosting the Hodrick-Prescott filter
Phillips, Peter C. B.
;
Shi, Zhentao
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2019
Persistent link: https://www.econbiz.de/10012062406
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Boosting: why you can use the HP filter
Phillips, Peter C. B.
;
Shi, Zhentao
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2019
Persistent link: https://www.econbiz.de/10012132071
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3
Business cycles, trend elimination, and the HP filter
Phillips, Peter C. B.
;
Jin, Sainan
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2015
Persistent link: https://www.econbiz.de/10011312319
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4
Interpreting the macroeconomic time series facts : the effects of monetary policy
Sims, Christopher A.
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1992
Persistent link: https://www.econbiz.de/10000136389
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Further evidence on the great crash, the oil price shocks, and the unit root hypothesis
Zivot, Eric
;
Andrews, Donald W. K.
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1990
-
Rev.
Persistent link: https://www.econbiz.de/10000792311
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