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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
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Trend extraction from economic time series with missing observations by generalized Hodrick-Prescott filters
Yamada, Hiroshi - In: Econometric theory 38 (2022) 3, pp. 419-453
Persistent link: https://www.econbiz.de/10013269970
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Time-Series-Based Econometrics
Choi, In; Hatanaka, Michio - In: Econometric theory 14 (1998) 3, pp. 375-378
Persistent link: https://www.econbiz.de/10006993036