On fractional filtering versus conventional filtering in economics (Q718193)
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scientific article; zbMATH DE number 5950036
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| default for all languages | No label defined |
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| English | On fractional filtering versus conventional filtering in economics |
scientific article; zbMATH DE number 5950036 |
Statements
On fractional filtering versus conventional filtering in economics (English)
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23 September 2011
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fractional filtering
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Hodrick
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Prescott filtering
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MSE
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data generation
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decomposition
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0.792815625667572
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0.760782778263092
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0.7582550644874573
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0.7536813020706177
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0.7518869638442993
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