BOOSTING: WHY YOU CAN USE THE HP FILTER

DOI10.1111/iere.12495zbMath1471.91316arXiv1905.00175OpenAlexW3107963534MaRDI QIDQ4959672

Zhentao Shi, Peter C. B. Phillips

Publication date: 17 September 2021

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.00175

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05) Economic growth models (91B62)

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