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