Ridge regression representations of the generalized Hodrick-Prescott filter (Q2832979)
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scientific article; zbMATH DE number 6653180
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Ridge regression representations of the generalized Hodrick-Prescott filter |
scientific article; zbMATH DE number 6653180 |
Statements
15 November 2016
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Hodrick-Prescott filter
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ridge regression
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Whittaker-Henderson method of graduation
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Ridge regression representations of the generalized Hodrick-Prescott filter (English)
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0.8252599835395813
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0.8037225604057312
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0.7914323806762695
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0.7887414693832397
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0.7647314667701721
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