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R-Filters : A Hodrick-Prescott Filter Generalization
Rodrigues-Neto, José A. - 2007
A two-parameter family of filters is proposed in which the HP filter is considered as the lowest order member. While the HP filter converges to linear time trend as the smoothing factor grows, the higher order members of the proposed family converge to higher order polynomial time trends. The...
Persistent link: https://www.econbiz.de/10012730132
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Econometría en Costa Rica : trabajos presentados en la VIII Reunión Latinoamericana de la Sociedad Econométrica, celebrada en Costa Rica, del 2 al 5 de agosto de 1988
Vargas, Juan Rafael (contributor);  … - 1996 - 1. ed
Persistent link: https://www.econbiz.de/10000947003
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Advances in econometrics : sixth world congress ; [papers ... given at the Sixth World Congress of the Econometric Society in Barcelona in August 1990]
Sims, Christopher A. (contributor) - 1994
Persistent link: https://www.econbiz.de/10000338516
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Advances in economic theory ; Vol. 1
Laffont, Jean-Jacques (contributor) - 1992
Persistent link: https://www.econbiz.de/10000344425
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Advances in economic theory ; Vol. 2
Laffont, Jean-Jacques (contributor) - 1992
Persistent link: https://www.econbiz.de/10000344426
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Econometric Society monographs
Econometric Society - Cambridge : Univ. Press - 9.1985 -
Persistent link: https://www.econbiz.de/10000351397
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Advances in econometrics ; Vol. 1
Bewley, Truman F. (ed.) - 1987
Persistent link: https://www.econbiz.de/10000101272
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Advances in econometrics ; Vol. 2
Bewley, Truman F. (ed.) - 1987
Persistent link: https://www.econbiz.de/10000101273