Effects of the Hodrick-Prescott filter on trend and difference stationary time series (Q1349593)
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scientific article; zbMATH DE number 983697
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| English | Effects of the Hodrick-Prescott filter on trend and difference stationary time series |
scientific article; zbMATH DE number 983697 |
Statements
Effects of the Hodrick-Prescott filter on trend and difference stationary time series (English)
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27 February 1997
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Business fluctuations
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Time series models
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Model evaluation and testing
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0.8810507
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0.8757652
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0.8744461
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0.8739622
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0.86743504
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0.8613023
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0.8583689
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0.8568832
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