The Hodrick-Prescott filter: a special case of penalized spline smoothing (Q1952084): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Variable Selection and Function Estimation in Additive Nonparametric Regression Using a Data-Based Prior / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4895028 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood Ratio Tests in Linear Mixed Models with One Variance Component / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exact likelihood ratio tests for penalised splines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4252680 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood Approaches to Variance Component Estimation and to Related Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: $\ell_1$ Trend Filtering / rank
 
Normal rank
Property / cites work
 
Property / cites work: Low frequency filtering and real business cycles / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on Penalized Spline Smoothing With Correlated Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the asymptotics of penalized splines / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric regression with correlated errors. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3552952 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Fast and Accurate Inference for the Smoothing Parameter in Semiparametric Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3745059 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric Regression / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametric regression during 2003--2007 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimating the Smoothing Parameter in the So-called Hodrick-Prescott Filter / rank
 
Normal rank
Property / cites work
 
Property / cites work: A COMPARISON OF MIXED MODEL SPLINES FOR CURVE FITTING / rank
 
Normal rank

Revision as of 11:39, 6 July 2024

scientific article
Language Label Description Also known as
English
The Hodrick-Prescott filter: a special case of penalized spline smoothing
scientific article

    Statements

    The Hodrick-Prescott filter: a special case of penalized spline smoothing (English)
    0 references
    0 references
    0 references
    27 May 2013
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    semiparametric model
    0 references
    parametric bootstrap confidence interval
    0 references
    saddlepoint approximation
    0 references
    econometric smoothing
    0 references
    gross national product
    0 references