A small but practically useful modification to the Hodrick-Prescott filtering: a note (Q4586578)
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scientific article; zbMATH DE number 6800913
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| English | A small but practically useful modification to the Hodrick-Prescott filtering: a note |
scientific article; zbMATH DE number 6800913 |
Statements
A small but practically useful modification to the Hodrick–Prescott filtering: A note (English)
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27 October 2017
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Hodrick-Prescott filtering
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ridge regression
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trend component
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Whittaker-Henderson method of graduation
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0.8439463973045349
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0.817897379398346
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0.8037225604057312
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0.800353467464447
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0.7907911539077759
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