Narrow search
Showing 1 - 2 of 2
Cover Image
The Hodrick-Prescott filter, a generalisation, and a new procedure for extracting an empirical cycle from a series
Reeves, Jonathan J.; Blyth, Conrad Alexander; Triggs, … - 1996
Persistent link: https://www.econbiz.de/10000955815
Cover Image
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