The spectral analysis of the Hodrick–Prescott filter (Q5095293)
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scientific article; zbMATH DE number 7569203
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| English | The spectral analysis of the Hodrick–Prescott filter |
scientific article; zbMATH DE number 7569203 |
Statements
The spectral analysis of the Hodrick–Prescott filter (English)
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8 August 2022
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Hodrick-Prescott filter
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autocovariance function
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spectrum
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cross-covariance function
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cross-spectrum
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cointegration
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