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

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