Exact formulas for the Hodrick-Prescott filter
From MaRDI portal
(Redirected from Publication:73810)
Recommendations
- Several least-squares problems related to the Hodrick-Prescott filtering
- scientific article; zbMATH DE number 2222919
- The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series
- On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates
- Inverting the Hodrick-Prescott filter
Cites work
Cited in
(12)- A property of the Hodrick-Prescott filter and its application
- Mixed \(\ell_2\) and \(\ell_1\)-norm regularization for adaptive detrending with ARMA modeling
- On the Model-Based Interpretation of Filters and the Reliability of Trend–Cycle Estimates
- scientific article; zbMATH DE number 2222919 (Why is no real title available?)
- Distortionary effects of the optimal Hodrick--Prescott filter
- On the functional Hodrick-Prescott filter with non-compact operators
- Several least-squares problems related to the Hodrick-Prescott filtering
- hpfilter
- Ridge regression representations of the generalized Hodrick-Prescott filter
- On the measurement and treatment of extremes in time series
- Temporal aggregation, systematic sampling, and the Hodrick-Prescott filter
- Optimal real-time filters for linear prediction problems
This page was built for publication: Exact formulas for the Hodrick-Prescott filter
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q73810)