A PROPERTY OF THE HODRICK–PRESCOTT FILTER AND ITS APPLICATION

From MaRDI portal

Revision as of 06:50, 7 March 2024 by Import240305080351 (talk | contribs) (Created automatically from import240305080351)

(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:5859556

Jump to:navigation, search

DOI10.1017/S0266466619000331zbMath1462.62570MaRDI QIDQ5859556

Robert M. de Jong, Neslihan Sakarya

Publication date: 16 April 2021

Published in: Econometric Theory (Search for Journal in Brave)

zbMATH Keywords

Hodrick-Prescott filter

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:5859556&oldid=30719310"