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A trend filtering method closely related to l1 trend filtering

Yamada, Hiroshi - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1413-1423

Persistent link: https://www.econbiz.de/10011950263

Estimating the trend in US real GDP using the l1 trend filtering

Yamada, Hiroshi - In: Applied economics letters 24 (2017) 10/12, pp. 713-716

Persistent link: https://www.econbiz.de/10011714160

Why does the trend extracted by the Hodrick-Prescott filtering seem to be more plausible than the linear trend?

Yamada, Hiroshi - In: Applied economics letters 25 (2018) 2, pp. 102-105

Persistent link: https://www.econbiz.de/10011853703

A new method for specifying the tuning parameter of l1 trend filtering

Yamada, Hiroshi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 4, pp. 1-8

Persistent link: https://www.econbiz.de/10011965278

A smoothing method that looks like the Hodrick-Prescott filter

Yamada, Hiroshi - In: Econometric theory 36 (2020) 5, pp. 961-981

Persistent link: https://www.econbiz.de/10012307246

HPX filter : a hybrid of Hodrick-Prescott filter and multiple regression

Yamada, Hiroshi - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 4, pp. 661-671

Persistent link: https://www.econbiz.de/10015123209

In Memoriam : Professor Michio Hatanaka

Hatanaka, Michio (honouree) - In: The Japanese economic review : the journal of the … 69 (2018) 2, pp. 131-132

Persistent link: https://www.econbiz.de/10011951300

Spectral Analysis of Economic Time Series. (PSME-1)

Granger, C. W. J. - 2016

The important data of economics are in the form of time series; therefore, the statistical methods used will have to be those designed for time series data. New methods for analyzing series containing no trends have been developed by communication engineering, and much recent research has been...

Persistent link: https://www.econbiz.de/10014481811

Selecting the tuning parameter of the l1 trend filter

Yamada, Hiroshi; Yoon, Gawon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 97-105

Persistent link: https://www.econbiz.de/10011431307

Measuring the US NAIRU as a step function

Yamada, Hiroshi; Yoon, Gawon - In: Empirical economics : a journal of the Institute for … 51 (2016) 4, pp. 1679-1688

Persistent link: https://www.econbiz.de/10011661896