Effects of the Hodrick-Prescott filter on trend and difference stationary time series (Q1349593)
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English | Effects of the Hodrick-Prescott filter on trend and difference stationary time series |
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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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