An explicit formula for the smoother weights of the Hodrick-Prescott filter (Q2697061)

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An explicit formula for the smoother weights of the Hodrick-Prescott filter
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    An explicit formula for the smoother weights of the Hodrick-Prescott filter (English)
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    17 April 2023
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    Hodrick-Prescott filter
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    pentadiagonal Toeplitz matrix
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    smoother weights
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    Whittaker-Henderson method of graduation
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