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The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series

Reeves, Jonathan J.; Blyth, Conrad Alexander; Triggs, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10001773101

Construction of Resolvable Spatial Row–Column Designs

Williams, E. R.; John, J. A.; Whitaker, D. - In: Biometrics 62 (2006) 1, pp. 103-108

Persistent link: https://www.econbiz.de/10010947813

The Hodrick-Prescott Filter, a Generalization, and a New Procedure for Extracting an Empirical Cycle from a Series

Reeves, Jonathan J.; Blyth, Conrad A.; Triggs, … - In: Studies in Nonlinear Dynamics & Econometrics 4 (2000) 1

This paper proposes a novel derivation of the Hodrick-Prescott (HP) minimization problem which leads to a generalization of the Hodrick-Prescott filter. The main result is the development of a new filter to extract a localized maximum-likelihood estimate of the cycle from a series. This new...

Persistent link: https://www.econbiz.de/10014620823

The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series

Reeves, Jonanthan J.; Blyth, Conrad A.; Triggs, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10009949738

Premium and protection of a response estimation procedure for two-way tables when outliers occur

Draper, N. R.; Guttman, Irwin; John, J. A. - In: Computational Statistics & Data Analysis 2 (1984) 3, pp. 229-236

Persistent link: https://www.econbiz.de/10005082028