Sparse HP filter: finding kinks in the COVID-19 contact rate (Q2224907)

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Sparse HP filter: finding kinks in the COVID-19 contact rate
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    Sparse HP filter: finding kinks in the COVID-19 contact rate (English)
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    4 February 2021
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    COVID-19
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    trend filtering
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    knots
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    piecewise linear fitting
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    Hodrick-Prescott filter
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